Розв’язування квадратичної задачі про призначення
Journal Title: Математичне моделювання - Year 2018, Vol 1, Issue 2
Abstract
THE SOLUTION OF THE QUADRATIC ASSIGNMENT PROBLEM Kosolap A.I., Dubovik D.A. Abstract The quadratic assignment problem is fairly well known and one of the most important and complex in combinatorial optimization. It occurs when solving various applied problems. This task is used in solving the problems of placement, loading multiprocessor systems, tracing printed circuit boards, in many problems of design and topological engineering. The classical linear assignment problem has an effective solution method, and replacing the linear objective function by a quadratic one considerably complicates the problem. To solve the quadratic assignment problem are used branch and boundary methods, genetic, evolutionary and other methods that use random search. Significant progress in solving this problem by these methods hasn’t been achieved. In the methods of branches and boundaries, a decision tree is constructed. Each tree requires a solution to the problem with additional linear constraints. Therefore, at each iteration of this method, the dimension of the problem increases. With increasing dimension of the problem, the number of tree branches increases exponentially. This allows on modern PC to solve such a problem by this method of only small dimension. At the same time, random search methods don’t guarantee obtaining an exact solution and allow finding it with a certain probability. All this stimulates the search for new methods for solving the quadratic assignment problem. In practice, QAP can be used for example for the following purpose. It is necessary to place n components of the printed circuit board in m positions of the installation space so that the total length of the electrical connections between the components would be minimal. This minimization is determined by the quadratic target function. The complexity of the solution of the problem is expressed not only in Boolean variables, but also in the fact that the quadratic objective function is not convex. The constraints in this case are part of the vertices of the hypercube, and the solution can be achieved at one of the vertices. It is necessary to fill the square matrix xij with zeros and ones, and in each row and in each column there must be only one unit. This matrix should minimize the quadratic target function. To bring the quadratic target function to a convex species, we need to use a quadratic regularization, which transforms the initial problems to a new form the maximization of the Euclidean norm of a vector on a convex set. We use an effective is primer-dual interior point method for the solution of the received problem. Generally, it is necessary to use also a dichotomy method. Currently, comparative numerical experiments are carried out that implement a straight-duplex internal point method for solving a transformed problem. The first results show that the considered method can be used to solve quadratic assignment problem a large dimension. 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Authors and Affiliations
А. І. Косолап, Д. О. Дубовик
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