2,817 research outputs found
Exact Solution Methods for the -item Quadratic Knapsack Problem
The purpose of this paper is to solve the 0-1 -item quadratic knapsack
problem , a problem of maximizing a quadratic function subject to two
linear constraints. We propose an exact method based on semidefinite
optimization. The semidefinite relaxation used in our approach includes simple
rank one constraints, which can be handled efficiently by interior point
methods. Furthermore, we strengthen the relaxation by polyhedral constraints
and obtain approximate solutions to this semidefinite problem by applying a
bundle method. We review other exact solution methods and compare all these
approaches by experimenting with instances of various sizes and densities.Comment: 12 page
Exploiting Group Symmetry in Semidefinite Programming Relaxations of the Quadratic Assignment Problem
We consider semidefinite programming relaxations of the quadratic assignment problem, and show how to exploit group symmetry in the problem data. Thus we are able to compute the best known lower bounds for several instances of quadratic assignment problems from the problem library: [R.E. Burkard, S.E. Karisch, F. Rendl. QAPLIB ā a quadratic assignment problem library. Journal on Global Optimization, 10: 291ā403, 1997]. AMS classification: 90C22, 20Cxx, 70-08.quadratic assignment problem;semidefinite programming;group sym- metry
Quadratic Core-Selecting Payment Rules for Combinatorial Auctions
We report on the use of a quadratic programming technique in recent and upcoming spectrum auctions in Europe. Specifically, we compute a unique point in the core that minimizes the sum of squared deviations from a reference point, for example, from the Vickrey-Clarke-Groves payments. Analyzing the Karush-Kuhn-Tucker conditions, we demonstrate that the resulting payments can be decomposed into a series of economically meaningful and equitable penalties. Furthermore, we discuss the benefits of this combinatorial auction, explore the use of alternative reserve pricing approaches in this context, and indicate the results of several hundred computational runs using CATS data.Auctions, spectrum auctions, market design, package auction, clock auction, combinatorial auction
A Study of Lagrangean Decompositions and Dual Ascent Solvers for Graph Matching
We study the quadratic assignment problem, in computer vision also known as
graph matching. Two leading solvers for this problem optimize the Lagrange
decomposition duals with sub-gradient and dual ascent (also known as message
passing) updates. We explore s direction further and propose several additional
Lagrangean relaxations of the graph matching problem along with corresponding
algorithms, which are all based on a common dual ascent framework. Our
extensive empirical evaluation gives several theoretical insights and suggests
a new state-of-the-art any-time solver for the considered problem. Our
improvement over state-of-the-art is particularly visible on a new dataset with
large-scale sparse problem instances containing more than 500 graph nodes each.Comment: Added acknowledgment
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