an assignment problem is optimal when

Quadratic assignment problem

Author: Thomas Kueny, Eric Miller, Natasha Rice, Joseph Szczerba, David Wittmann (SysEn 5800 Fall 2020)

1 Introduction
2.1 Koopmans-Beckman Mathematical Formulation
2.2.1 Parameters
2.3.1 Optimization Problem
2.4 Computational Complexity
2.5 Algorithmic Discussions
2.6 Branch and Bound Procedures
2.7 Linearizations
3.1 QAP with 3 Facilities
4.1 Inter-plant Transportation Problem
4.2 The Backboard Wiring Problem
4.3 Hospital Layout
4.4 Exam Scheduling System
5 Conclusion
6 References

Introduction

The Quadratic Assignment Problem (QAP), discovered by Koopmans and Beckmann in 1957 [1] , is a mathematical optimization module created to describe the location of invisible economic activities. An NP-Complete problem, this model can be applied to many other optimization problems outside of the field of economics. It has been used to optimize backboards, inter-plant transportation, hospital transportation, exam scheduling, along with many other applications not described within this page.

Theory, Methodology, and/or Algorithmic Discussions

Koopmans-beckman mathematical formulation.

Economists Koopmans and Beckman began their investigation of the QAP to ascertain the optimal method of locating important economic resources in a given area. The Koopmans-Beckman formulation of the QAP aims to achieve the objective of assigning facilities to locations in order to minimize the overall cost. Below is the Koopmans-Beckman formulation of the QAP as described by neos-guide.org.

Quadratic Assignment Problem Formulation

$F=(F_{ij})$

Inner Product

$A,B$

Note: The true objective cost function only requires summing entries above the diagonal in the matrix comprised of elements

$F_{i,j}(X_{\phi }DX_{\phi }^{T})_{i,j}$

Since this matrix is symmetric with zeroes on the diagonal, dividing by 2 removes the double count of each element to give the correct cost value. See the Numerical Example section for an example of this note.

Optimization Problem

With all of this information, the QAP can be summarized as:

$\min _{X\in P}\langle F,XDX^{T}\rangle$

Computational Complexity

QAP belongs to the classification of problems known as NP-complete, thus being a computationally complex problem. QAP’s NP-completeness was proven by Sahni and Gonzalez in 1976, who states that of all combinatorial optimization problems, QAP is the “hardest of the hard”. [2]

Algorithmic Discussions

While an algorithm that can solve QAP in polynomial time is unlikely to exist, there are three primary methods for acquiring the optimal solution to a QAP problem:

Branch and Bound Procedures

The third method has been proven to be the most effective in solving QAP, although when n > 15, QAP begins to become virtually unsolvable.

The Branch and Bound method was first proposed by Ailsa Land and Alison Doig in 1960 and is the most commonly used tool for solving NP-hard optimization problems.

A branch-and-bound algorithm consists of a systematic enumeration of candidate solutions by means of state space search: the set of candidate solutions is thought of as forming a rooted tree with the full set at the root. The algorithm explores branches of this tree, which represent subsets of the solution set. Before one lists all of the candidate solutions of a branch, the branch is checked against upper and lower estimated bounds on the optimal solution, and the branch is eliminated if it cannot produce a better solution than the best one found so far by the algorithm.

Linearizations

The first attempts to solve the QAP eliminated the quadratic term in the objective function of

$min\sum _{i=1}^{n}\sum _{j=1}^{n}c{_{\phi (i)\phi (j)}}+\sum _{i=1}^{n}b{_{\phi (i)}}$

in order to transform the problem into a (mixed) 0-1 linear program. The objective function is usually linearized by introducing new variables and new linear (and binary) constraints. Then existing methods for (mixed) linear integer programming (MILP) can be applied. The very large number of new variables and constraints, however, usually poses an obstacle for efficiently solving the resulting linear integer programs. MILP formulations provide LP relaxations of the problem which can be used to compute lower bounds.

Numerical Example

Qap with 3 facilities.

$D={\begin{bmatrix}0&5&6\\5&0&3.6\\6&3.6&0\end{bmatrix}}$

Applications

Inter-plant transportation problem.

The QAP was first introduced by Koopmans and Beckmann to address how economic decisions could be made to optimize the transportation costs of goods between both manufacturing plants and locations. [1] Factoring in the location of each of the manufacturing plants as well as the volume of goods between locations to maximize revenue is what distinguishes this from other linear programming assignment problems like the Knapsack Problem.

The Backboard Wiring Problem

As the QAP is focused on minimizing the cost of traveling from one location to another, it is an ideal approach to determining the placement of components in many modern electronics. Leon Steinberg proposed a QAP solution to optimize the layout of elements on a blackboard by minimizing the total amount of wiring required. [4]

When defining the problem Steinberg states that we have a set of n elements

$E=\left\{E_{1},E_{2},...,E_{n}\right\}$

as well as a set of r points

$P_{1},P_{2},...,P_{r}$

In his paper he derives the below formula:

$min\sum _{1\leq i\leq j\leq n}^{}C_{ij}(d_{s(i)s(j))})$

In his paper Steinberg a backboard with a 9 by 4 array, allowing for 36 potential positions for the 34 components that needed to be placed on the backboard. For the calculation, he selected a random initial placement of s1 and chose a random family of 25 unconnected sets.

The initial placement of components is shown below:

After the initial placement of elements, it took an additional 35 iterations to get us to our final optimized backboard layout. Leading to a total of 59 iterations and a final wire length of 4,969.440.

Hospital Layout

Building new hospitals was a common event in 1977 when Alealid N Elshafei wrote his paper on "Hospital Layouts as a Quadratic Assignment Problem". [5] With the high initial cost to construct the hospital and to staff it, it is important to ensure that it is operating as efficiently as possible. Elshafei's paper was commissioned to create an optimization formula to locate clinics within a building in such a way that minimizes the total distance that a patient travels within the hospital throughout the year. When doing a study of a major hospital in Cairo he determined that the Outpatient ward was acting as a bottleneck in the hospital and focused his efforts on optimizing the 17 departments there.

Elshafei identified the following QAP to determine where clinics should be placed:

$min\sum _{i,j}\sum _{k,q}f_{ik}d_{jq}y_{ij}y_{kq}$

For the Cairo hospital with 17 clinics, and one receiving and recording room bringing us to a total of 18 facilities. By running the above optimization Elshafei was able to get the total distance per year down to 11,281,887 from a distance of 13,973,298 based on the original hospital layout.

Exam Scheduling System

The scheduling system uses matrices for Exams, Time Slots, and Rooms with the goal of reducing the rate of schedule conflicts. To accomplish this goal, the “examination with the highest cross faculty student is been prioritized in the schedule after which the examination with the highest number of cross-program is considered and finally with the highest number of repeating student, at each stage group with the highest number of student are prioritized.” [6]

$n!$

Solving an Assignment Problem

This section presents an example that shows how to solve an assignment problem using both the MIP solver and the CP-SAT solver.

In the example there are five workers (numbered 0-4) and four tasks (numbered 0-3). Note that there is one more worker than in the example in the Overview .

The costs of assigning workers to tasks are shown in the following table.

The problem is to assign each worker to at most one task, with no two workers performing the same task, while minimizing the total cost. Since there are more workers than tasks, one worker will not be assigned a task.

MIP solution

The following sections describe how to solve the problem using the MPSolver wrapper .

Import the libraries

The following code imports the required libraries.

Create the data

The following code creates the data for the problem.

The costs array corresponds to the table of costs for assigning workers to tasks, shown above.

Declare the MIP solver

The following code declares the MIP solver.

Create the variables

The following code creates binary integer variables for the problem.

Create the constraints

Create the objective function.

The following code creates the objective function for the problem.

The value of the objective function is the total cost over all variables that are assigned the value 1 by the solver.

Invoke the solver

The following code invokes the solver.

Print the solution

The following code prints the solution to the problem.

Here is the output of the program.

Complete programs

Here are the complete programs for the MIP solution.

CP SAT solution

The following sections describe how to solve the problem using the CP-SAT solver.

Declare the model

The following code declares the CP-SAT model.

The following code sets up the data for the problem.

The following code creates the constraints for the problem.

Here are the complete programs for the CP-SAT solution.

Except as otherwise noted, the content of this page is licensed under the Creative Commons Attribution 4.0 License , and code samples are licensed under the Apache 2.0 License . For details, see the Google Developers Site Policies . Java is a registered trademark of Oracle and/or its affiliates.

Last updated 2023-01-02 UTC.

Assignment Problem: Meaning, Methods and Variations | Operations Research

After reading this article you will learn about:- 1. Meaning of Assignment Problem 2. Definition of Assignment Problem 3. Mathematical Formulation 4. Hungarian Method 5. Variations.

Meaning of Assignment Problem:

An assignment problem is a particular case of transportation problem where the objective is to assign a number of resources to an equal number of activities so as to minimise total cost or maximize total profit of allocation.

The problem of assignment arises because available resources such as men, machines etc. have varying degrees of efficiency for performing different activities, therefore, cost, profit or loss of performing the different activities is different.

Thus, the problem is “How should the assignments be made so as to optimize the given objective”. Some of the problem where the assignment technique may be useful are assignment of workers to machines, salesman to different sales areas.

Definition of Assignment Problem:

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Suppose there are n jobs to be performed and n persons are available for doing these jobs. Assume that each person can do each job at a term, though with varying degree of efficiency, let c ij be the cost if the i-th person is assigned to the j-th job. The problem is to find an assignment (which job should be assigned to which person one on-one basis) So that the total cost of performing all jobs is minimum, problem of this kind are known as assignment problem.

The assignment problem can be stated in the form of n x n cost matrix C real members as given in the following table:

IMAGES

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Assignment Problem
Assignment problem
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COMMENTS

Assignment problem - Wikipedia
The assignment problem is a fundamental combinatorial optimization problem. In its most general form, the problem is as follows: The problem instance has a number of agents and a number of tasks. Any agent can be assigned to perform any task, incurring some cost that may vary depending on the agent-task assignment.
The Assignment Problem: An Example - University of Texas at ...
optimal to assign Machine 1 to Task 2, Machine 2 to Task 4, Machine 3 to Task 3, and Machine 4 to Task 1. The total setup time associated with this solution is 11 hours. This completes the solution of the problem. As noted earlier, every basic feasible solution in an assignment problem is degenerate.
Quadratic assignment problem - Cornell University ...
The Quadratic Assignment Problem (QAP), discovered by Koopmans and Beckmann in 1957, is a mathematical optimization module created to describe the location of invisible economic activities. An NP-Complete problem, this model can be applied to many other optimization problems outside of the field of economics.
The Assignment Problem and Primal-Dual Algorithms 1 ...
solution to the LP, so the optimal value of the LP must be at most the optimal value of the assignment problem. We consider the dual of the LP: max X i2I u i + X j2J v j s.t. u i + v j c ij for all i2I;j2J Now, we know that xis an optimal solution to the primal LP and u;vis an optimal solution to the dual
Generalized assignment problem - Wikipedia
This problem is a generalization of the assignment problem in which both tasks and agents have a size. Moreover, the size of each task might vary from one agent to the other. This problem in its most general form is as follows: There are a number of agents and a number of tasks.
Solving an Assignment Problem | OR-Tools | Google Developers
MIP solution. Import the libraries. Create the data. Declare the MIP solver. Create the variables. Create the constraints. Create the objective function. This section presents an example that shows how to solve an assignment problem using both the MIP solver and the CP-SAT solver.
Assignment Problem: Meaning, Methods and Variations ...
An assignment problem is a particular case of transportation problem where the objective is to assign a number of resources to an equal number of activities so as to minimise total cost or maximize total profit of allocation.
UNIT 3 ASSIGNMENT PROBLEM OUTLINE OBJECTIVES - WikiEducator
work only on one job. The problem is to assign the jobs to the machines, which will minimize the total cost of machining. SESSION 3.2: SOLUTION OF MINIMIZATION ASSIGNMENT PROBLEM The basic principle is that the optimal assignment is not affected if a constant is added or subtracted from any row or column of the cost matrix.