Publication detail

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

POPELA, P. MATOUŠEK, R.

English title

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

Type

Scopus Article

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.

Keywords in English

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

Released

2014-06-24

Publisher

Brno University of Technology

Location

Brno

ISSN

1803-3814

Book

20th International Conference on Soft Computing

Volume

2014

Number

1

Pages from–to

13–20

Pages count

8

BIBTEX


@article{BUT124190,
  author="Pavel {Popela} and Radomil {Matoušek}",
  title="Stochastic Quadratic Assignment problem: EV and EO reformulations solved by HC12
",
  journal="Mendel Journal series",
  year="2014",
  volume="2014",
  number="1",
  pages="13--20",
  issn="1803-3814"
}