Publication detail

Stochastic Quadratic Assignment problem: EV and EO reformulations solved by HC12

POPELA, P. MATOUŠEK, R.

Original Title

Stochastic Quadratic Assignment problem: EV and EO reformulations solved by HC12

English Title

Stochastic Quadratic Assignment problem: EV and EO reformulations solved by HC12

Type

journal article in Scopus

Language

en

Original Abstract

The Quadratic Assignment Problem (QAP) is a well known combinatorial optimization problem. Recently, our analysis of several real-world applications has shown us that some of the QAP parameters can be considered as randomly varying. Therefore, we have got the important motivation to include randomness into a mathematical model in a correct way to be further able to study model properties, solve it, and apply obtained results. For this reason, the underlying Stochastic Quadratic Assignment Problem (StoQAP) is formulated by using a stochastic programming approach. The use of stochastic programming allows us to utilize various deterministic reformulations. Two commonly known deterministic reformulations will be discussed in detail i.e. EV (expected value) reformulation and EO (expected objective) reformulation. The paper also introduces results of test computations for the instances of StoQAP by GAMS/CPLEX and original metaheuristic HC12.

English abstract

The Quadratic Assignment Problem (QAP) is a well known combinatorial optimization problem. Recently, our analysis of several real-world applications has shown us that some of the QAP parameters can be considered as randomly varying. Therefore, we have got the important motivation to include randomness into a mathematical model in a correct way to be further able to study model properties, solve it, and apply obtained results. For this reason, the underlying Stochastic Quadratic Assignment Problem (StoQAP) is formulated by using a stochastic programming approach. The use of stochastic programming allows us to utilize various deterministic reformulations. Two commonly known deterministic reformulations will be discussed in detail i.e. EV (expected value) reformulation and EO (expected objective) reformulation. The paper also introduces results of test computations for the instances of StoQAP by GAMS/CPLEX and original metaheuristic HC12.

Keywords

EV and EO deterministic reformulations, GAMS, HC12, Metaheuristic, Quadratic assignment problem, Stochastic quadratic assignment problem

RIV year

2014

Released

24.06.2014

Publisher

Brno University of Technology

Location

Brno

Pages from

13

Pages to

20

Pages count

8

Documents

BibTex


@article{BUT124190,
  author="Pavel {Popela} and Radomil {Matoušek}",
  title="Stochastic Quadratic Assignment problem: EV and EO reformulations solved by HC12
",
  annote="The Quadratic Assignment Problem (QAP) is a well known combinatorial optimization problem. Recently, our analysis of several real-world applications has shown us that some of the QAP parameters can be considered as randomly varying. Therefore, we have got the important motivation to include randomness into a mathematical model in a correct way to be further able to study model properties, solve it, and apply obtained results. For this reason, the underlying Stochastic Quadratic Assignment Problem (StoQAP) is formulated by using a stochastic programming approach. The use of stochastic programming allows us to utilize various deterministic reformulations. Two commonly known deterministic reformulations will be discussed in detail i.e. EV (expected value) reformulation and EO (expected objective) reformulation. The paper also introduces results of test computations for the instances of StoQAP by GAMS/CPLEX and original metaheuristic HC12.
",
  address="Brno University of Technology",
  booktitle="20th International Conference on Soft Computing",
  chapter="124190",
  howpublished="print",
  institution="Brno University of Technology",
  number="1",
  volume="2014",
  year="2014",
  month="june",
  pages="13--20",
  publisher="Brno University of Technology",
  type="journal article in Scopus"
}