Detail publikačního výsledku

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

POPELA, P.; MATOUŠEK, R.

Originální název

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

Anglický název

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

Druh

Článek Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

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

Klíčová slova v angličtině

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

Autoři

POPELA, P.; MATOUŠEK, R.

Rok RIV

2016

Vydáno

24.06.2014

Nakladatel

Brno University of Technology

Místo

Brno

Kniha

20th International Conference on Soft Computing

ISSN

1803-3814

Periodikum

Mendel Journal series

Svazek

2014

Číslo

1

Stát

Česká republika

Strany od

13

Strany do

20

Strany počet

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"
}