An efficient continuation method for quadratic assignment problems
In this article, we propose a Lagrangian smoothing algorithm for quadratic assignment problems, where the continuation subproblems are solved by the truncated Frank-Wolfe algorithm. We establish practical stopping criteria and show the algorithm finitely terminates at a KKT point of a continuation subproblem. The quality of the returned solution is studied in detail. Finally, limited numerical results are provided. (C) 2009 Elsevier Ltd. All rights reserved.
quadratic assignment problem lagrangian smoothing frank-wolfe algorithm kkt heuristic