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A Graphics Processing Unit Algorithm to Solve the Quadratic Assignment Problem Using Level-2 Reformulation-Linearization Technique

Author

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  • Alexandre Domingues Gonçalves

    (Instituto Federal do Rio de Janeiro, Rio de Janeiro, 21941-901, Brazil)

  • Artur Alves Pessoa

    (Engenharia de Produção - Universidade Federal Fluminense, Niteroi, 24220-900, Brazil)

  • Cristiana Bentes

    (Engenharia de Sistemas e Computação - Universidade do Estado do Rio de Janeiro, Rio de Janeiro, 20550-900, Brazil)

  • Ricardo Farias

    (COPPE Sistemas - Universidade Federal do Rio de Janeiro, Rio de Janeiro, 21941-914, Brazil)

  • Lúcia Maria de A. Drummond

    (Instituto de Computação - Universidade Federal Fluminense, Niteroi, 24220-900, Brazil)

Abstract

The quadratic assignment problem (QAP) is a combinatorial optimization problem that arises in many real-world applications, such as equipment allocation in industry. The QAP is NP-hard and, in practice, one of the hardest combinatorial optimization problems to solve to optimality. Exact solutions of QAP are typically obtained by the branch-and-bound method. This method, however, potentially requires a high computational effort, and the use of good lower bounds is essential to prune the search tree. Branch-and-bound algorithms that use the dual-ascent procedure based on the level-2 reformulation linearization technique (RLT2) belong to the state of the art on exactly solving QAP. In this work, we propose a parallel implementation of that branch-and-bound algorithm. Our approach uses the Auction Algorithm of Bertsekas and Castañon to solve the linear assignment problems of RLT2, which allows us to take advantage of the massive parallel environment of graphics processing units to speed up the lower bound computation and implement some memory optimization techniques to address large-size problems. We report experimental results that show significant execution time reductions compared to previous works and allow us to provide, for the first time, exact solutions for two instances of QAP: tai35b and tai40b.

Suggested Citation

  • Alexandre Domingues Gonçalves & Artur Alves Pessoa & Cristiana Bentes & Ricardo Farias & Lúcia Maria de A. Drummond, 2017. "A Graphics Processing Unit Algorithm to Solve the Quadratic Assignment Problem Using Level-2 Reformulation-Linearization Technique," INFORMS Journal on Computing, INFORMS, vol. 29(4), pages 676-687, November.
  • Handle: RePEc:inm:orijoc:v:29:y:2017:i:4:p:676-687
    DOI: 10.1287/ijoc.2017.0754
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    References listed on IDEAS

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    1. Adams, Warren P. & Guignard, Monique & Hahn, Peter M. & Hightower, William L., 2007. "A level-2 reformulation-linearization technique bound for the quadratic assignment problem," European Journal of Operational Research, Elsevier, vol. 180(3), pages 983-996, August.
    2. Loiola, Eliane Maria & de Abreu, Nair Maria Maia & Boaventura-Netto, Paulo Oswaldo & Hahn, Peter & Querido, Tania, 2007. "A survey for the quadratic assignment problem," European Journal of Operational Research, Elsevier, vol. 176(2), pages 657-690, January.
    3. Matteo Fischetti & Michele Monaci & Domenico Salvagnin, 2012. "Three Ideas for the Quadratic Assignment Problem," Operations Research, INFORMS, vol. 60(4), pages 954-964, August.
    4. Christopher E. Nugent & Thomas E. Vollmann & John Ruml, 1968. "An Experimental Comparison of Techniques for the Assignment of Facilities to Locations," Operations Research, INFORMS, vol. 16(1), pages 150-173, February.
    5. Peter M. Hahn & Yi-Rong Zhu & Monique Guignard & William L. Hightower & Matthew J. Saltzman, 2012. "A Level-3 Reformulation-Linearization Technique-Based Bound for the Quadratic Assignment Problem," INFORMS Journal on Computing, INFORMS, vol. 24(2), pages 202-209, May.
    6. Mans, Bernard & Mautor, Thierry & Roucairol, Catherine, 1995. "A parallel depth first search branch and bound algorithm for the quadratic assignment problem," European Journal of Operational Research, Elsevier, vol. 81(3), pages 617-628, March.
    7. Dimitri P. Bertsekas & David A. Castañon, 1993. "Parallel Asynchronous Hungarian Methods for the Assignment Problem," INFORMS Journal on Computing, INFORMS, vol. 5(3), pages 261-274, August.
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    Cited by:

    1. Lucas A. Waddell & Jerry L. Phillips & Tianzhu Liu & Swarup Dhar, 2023. "An LP-based characterization of solvable QAP instances with chess-board and graded structures," Journal of Combinatorial Optimization, Springer, vol. 45(5), pages 1-23, July.
    2. Ketan Date & Rakesh Nagi, 2019. "Level 2 Reformulation Linearization Technique–Based Parallel Algorithms for Solving Large Quadratic Assignment Problems on Graphics Processing Unit Clusters," INFORMS Journal on Computing, INFORMS, vol. 31(4), pages 771-789, October.

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