(不完全)线性分配问题的相对内部解及其在二次分配问题中的应用
Relative-Interior Solution for the (Incomplete) Linear Assignment Problem with Applications to the Quadratic Assignment Problem
AI总结:
针对线性分配问题的对偶最优解集合,提出线性时间计算相对内部解的方法,并应用于二次分配问题的对偶上升算法,实验表明能提供接近LP松弛最优值的界且运行时间远低于商业求解器。
摘要:
我们研究线性分配问题(LAP)的对偶线性规划表述的最优解集合,以提出一种从该集合的相对内部计算解的方法。假设任意对偶最优解和最优分配可用(对此已存在许多高效算法),我们的方法在线性时间内计算相对内部解。由于LAP作为二次分配问题(QAP)的线性规划(LP)松弛中的子问题出现,我们将我们的方法作为对偶上升算法家族中的一个新组件,用于提供QAP最优值的界。为了使我们的结果适用于不完全QAP(在实际使用场景中备受关注),我们还提供了从不完全LAP到完全LAP的线性时间归约,以及一个保持最优性和相对内部成员资格的映射。我们在公开基准上的实验表明,使用相对内部解的方法经常能提供接近LP松弛最优值的界,并且其运行时间远低于商业LP求解器。
英文摘要:
We study the set of optimal solutions of the dual linear programming formulation of the linear assignment problem (LAP) to propose a method for computing a solution from the relative interior of this set. Assuming that an arbitrary dual-optimal solution and an optimal assignment are available (for which many efficient algorithms already exist), our method computes a relative-interior solution in linear time. Since the LAP occurs as a subproblem in the linear programming (LP) relaxation of the quadratic assignment problem (QAP), we employ our method as a new component in the family of dual-ascent algorithms that provide bounds on the optimal value of the QAP. To make our results applicable to the incomplete QAP, which is of interest in practical use-cases, we also provide a linear-time reduction from the incomplete LAP to the complete LAP along with a mapping that preserves optimality and membership in the relative interior. Our experiments on publicly available benchmarks indicate that our approach with relative-interior solution can frequently provide bounds near the optimum of the LP relaxation and its runtime is much lower when compared to a commercial LP solver.
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