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Computers
ops Res. Vol. 19, No. 314, pp. 281-295, 1992 0305-0548/92 ss.oo + 0.00
Printedin Great Britain.All rightsreserved Copyright0 1992 PcrgamonPressplc
A CONNECTIONIST APPROACH TO THE QUADRATIC
ASSIGNMENT PROBLEM-f
JAISHANKAR CHAKRAPANI~ and JADRANKA SKORIN-KAPOV$~
Department of Applied Mathematics and Statistics and Harriman School for Management and
Policy, State University of NewYork at Stony Brook, Stony Brook, NY 11794, U.S.A.
Scope and Purpose-Quadratic assignment problem (QAP) is an NP-hard combinatorial optimization
problem arising in engineering, computer design, manufacturing and many other domains. Due to their
non-convex objective function, QAPs have a number of locally optimal solutions. Simulated annealing
and tabu search are strategies to escape from local optima and to guide the search beyond them.
Boltzrnann machines are connectionist models that use simulated annealing. In this paper we extend
and improve a connectionist model based on Boltzrnann machines to solve the QAP. We also compare
it with a related model employing tabu search. Computational results are given.
Abstract-The possibilities of applying a Boltzmann machine, and a related connectionist model in which
the escape from local optima is performed in a deterministic way using tabu search, are tested for the
quadratic assignment problem (QAP). Inefficiences with this approach led to an improved computational
model for the QAP which is based on connectionist architecture. Computational results for problems of
dimensions ranging from 5 up to 90 are given.
1. INTRODUCTION
The quadratic assignment problem (QAP) is an NP-hard problem that has been applied to many
different situations calling for optimization, including: minimizing total wire length in electronic
assemblies, determining the location of machines, departments or offices within a plant so as to
minimize transportation efforts and costs, ordering interrelated data on a disk, scheduling theory,
etc. (see e.g. [ 1I).
The problem is to find an assignment of n objects to n locations that minimizes the cumulative
product of flow between every two objects and distance between every two locations. Denoting by
dij the distance between the locations i and j, and by{,, the flow between the objects p and 4, the
problem can be written as
min i i i i zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONML
dijfpsXipXj4
[=I p=l j=l g=l
subject to
i xip = 1 Vi
p=l
xip = zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCB
0, 1 ViVp.
The variable xip is non-zero if the object p is assigned to the location i and zero otherwise. The
objective function is quadratic and nonconvex implying the existence of a number of local optima,
and the feasible set contains n! distinct elements (the set of permutations). If the flow matrix
F = (f,,) is a cyclic permutation matrix, the QAP reduces to the traveling salesman problem (TSP).
t Research partially supported by NSF grant DDM-8909206.
$Jadranka Skorin-Kapov is an Assistant Professor in the Harriman School for Management and Policy, SUNY at Stony
Brook. She received her B.Sc. and M.Sc. in Applied Mathematics from the University of Zagreb, and her
Ph.D. in Operations Research from the University of British Columbia. Her research interests are in the area of
combinatorial optimization. She has published in Mathematical Programming, Operations Research Letters, ORSA
J
ournal of Computing and Discrete Applied Mathematics.
8Jaishankar Chakrapani is a Ph.D. student in the Department of Applied Mathematics, SUNY at Stony Brook. He received
his B.E. in Computer Science and Engineering from the Indian Institute of Science and his BSc. in Applied Sciences
from Bharathiar University, India. His research interests include neural networks, genetic algorithms and combinatorial
optimization.
c Author to whom all correspondence should be addressed.
287
288 zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
JAISHANKAR
CHAKRAPANI
and JADRANKA
SKORIN-KAPOV
Connectionist models are constructed to follow the analogy with neural networks in the human
brain and are also referred to as artificial neural networks. They consist of nodes representing
neurons and arcs representing a pattern of connectivity among the neurons. An activity level is
associated with each node, and weights or connection strengths are associated with each arc. Activity
levels and connection strengths could change according to functions directing the systemsā€™s behavior.
Connectionist models are classified into analog or binary depending on the values that an activity
level could take.
Hopfield and Tank [2] have proposed an analog connectionist model and Aarts and Korst [3]
have adapted and used a binary connectionist model (Boltzmann machine) for heuristically solving
the TSP. Reference [4] describes some combinatorial optimization problems solved suboptimally
by Boltzmann machines. Wilson and Pawley [S] have reported difficulties in the application of
Hopfield and Tankā€™s model to the TSP. In their paper, Aarts and Korst [3, p. 911 have demonstrated
the competence of Boltzmann machines as compared to Hopfield and Tankā€™s approach in solving
the TSP. They also remark on the ease of algorithmically simulating Boltzmann machines. We,
therefore, decided to base our study on Boltzmann machines.
A Boltzmann machine having n units can be represented by an undirected graph G = (U, E)
where the set of vertices U = {ui, . . ., u,} represents the set of units, and the set of edges zyxwvutsrqponmlk
E E U x U
represents the set of connections between the units. Each unit Uican be in one of the two possible
states: ā€œonā€ (1) or ā€œoff (0). The states of all the units determine a configuration of the Boltzmann
machine. Each edge (ui, uj), including loops, has a connection strength associated with it. Connection
strengths may be positive (excitatory) or negative (inhibitory). A connection between any two units
is activated if both units are ā€œonā€. Associated with this structure is the so called consensus function
which can be viewed as an overall measure of ā€œagreementā€ among units in a network. It can be
informally defined as the sum of activated connection strengths. In order to maximize the consensus
function, the units adjust their states to the states of the neighboring units, thereby activating (or
deactivating) connection strenghts. The choice of the connection strengths is a function of the
specific problem. Aarts and Korts [3] show that for a certain choice of connection strengths, the
maximization of the consensus function corresponds to the minimization of the objective function
for the TSP. The assignment type constraints (i.e. each city has to be visited exactly once) are
mapped onto the structure of a Boltzmann machine in view of inhibitory connections (decreasing
the consensus if a city is visited more than once) and bias connections (decreasing the consensus
if a city is not visited at all).
When a configuration of a Boltzmann machine is such that a change in any of the units only
decreases the consensus function, a local optimum is reached. In a Boltzmann machine, the way
to get out of a local optimum is governed by simulated annealing [6]. Under certain assumptions
about the annealing schedule, asymptotic convergence to a global optimum can be proved. In
practice, depending on the annealing schedule used, the method ends up in a local optimum. A
Boltzmann machine can be viewed as a massively parallel simulated annealing method.
Another approach to cope with local optimality, called tabu search, has been proposed and
extended by Glover [ 7,8]. As opposed to simulated annealing, in a simple tabu search the transition
from one feasible solution to another is performed deterministically. The whole neighborhood (as
defined) is searched, and the best solution (according to a given criterion) is taken as the current
solution. Suppose that the criterion to evaluate moves (i.e. changes from one feasible solution to
another) is the change in the objective function. It is clear that after reaching a local optimum, an
inferior move will be taken. In order to prevent cycling, i.e. falling back to the same local optimum,
reversal of a number of recent moves is forbidden (or tabu). The size of the tabu list determines
how many moves to forbid at each iteration. This list can then be updated circularly, thereby
releasing a move after a number of iterations. The move can be released even before its tabu status
expires if it leads to a solution better than any previously encountered. This is called the aspiration
criterion. Dynamic tabu list strategies that vary the size or composition of the list offer the potential
for interesting refinements. More details and some other components of tabu search such as long
term memory are broadly defined in [7] and [8]. A probabilistic variant of tabu search has also
been proposed [7] and has been shown by Faigle and Kern [9] to have mathematical convergence
properties analogous to those of simulated annealing, based on a broader foundation. However,
empirical studies have so far focused on the deterministic form of tabu search, and several have
established the competitiveness of this form with simulated annealing.
Connectionist approach to the QAP 289
In this paper we generalize the connectionist model proposed by Aarts and Korst [3] for the
TSP to solve the QAP. As Aarts and Korst [S] stated, a Boltzmann machine approach for the
TSP is not as successful as the same approach for some other ,graph problems due to the specific
construction of the machine (see [ 10, p. 1761). One of our objectives in extending their model was
to determine if a deterministic tabu search approach superimposed on a connectionist model could
improve upon a Boltzmann machine (a connectionist model on which simulated annealing is
superimposed). Further analysis of the generalized model led us to a new, improved, massively
parallel computational model based on connectionist architecture. Computational experience with
QAPs of dimension up to 90 clearly establishes the superiority of our new model.
In the sequel we will label the connectionist model with the same architecture as of Boltzmann
machineā€™s as Model 1. In the next section we describe Model 1 and the algorithms performed on
it. Inefficiencies with Model 1 led us to Model 2, a related connectionist architecture. Model 2 and
the corresponding algorithms are described in Section 3. The computational results are presented
in Section 4 and the conclusions in Section 5.
2. MODEL 1: A CONNECTIONIST MODEL BASED ON THE BOLTZMANN MACHINE
In Section 2.1 we provide a formal description of the connectionist model and the appropriate
choice of the connection strengths for the QAP. Section 2.2 describes the algorithms used to
maximize the consensus function. We then discuss the limitations of the model and propose some
changes which results in a modest improvement. This motivated the changes resulting in Model 2.
For the sake of consistency, we preserve most of the notation from [3].
Let us denote the set of units in a Boltzmann machine for the QAP by U = {u11,. . ., uln, . .. , u,,}.
The set of edges E is identified with the set of connections. Recall that any configuration of a
Boltzmann machine on the above structure can be represented by an n x n matrix of zeros and
ones. Of course, only matrices having exactly one non-zero element in each row and column, i.e.
permutation matrices, qualify as feasible solutions to the QAP. Let us denote the state of any unit
uip in a configuration zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
k by k(Uip). Denoting the set of configurations by K, the consensus function
c: K + 8 is defined as follows:
c(k) = 1 (s(uip, uj,)k(ui,fkfUj~)l(Uip, aj*)oE)
where s( Uip,Uj~)denotes the strength of the connection (Uip,Ujq)*
By choosing appropriate connection
strengths one can assure that local maxima of the consensus function are obtained with
configurations corresponding to permutation matrices. This is formally stated in Theorem 1. In the
context of the QAP there are n2(n - 1)2/2 distance-flow connections from C,, = {(UC,U,)(i # j
and p # 41, n2 bias connections from C, = ((Uc,Ujq)li =j and P = 41, and finally n2(n - 1)
inhibitory connections from Ci = ((ui,, Uj~)i(i=I and p # 4) or (i #j and P = 4)). Thus each unit
is connected to (n - 1)2 other units via distance-flow connections, has its bias connection, and is
connected to 2(n - 1) other units via inhibitory connections.
For each k E K, let us denote by N, the set of its neighboring configurations, i.e. the set of
configurations obtained from k by changing the state of exactly one unit. More formally, changing
the state of unit uip in configuration k, the neighboring configuration ki, is obtained as
kc(ui,) = 1 - k(Uip) and kip(tijg) = k(~~~)V~
# i or 4 # p. Let US denote by A(k, kipf the difference
in consensus functions for configurations k and ki,, i.e. A(k, kip) = C(k,,) - C(k). The same
derivation as in [3], results in the formula
A(k, kip) = ( 1 - 2kip(uip))6(k kip),
where
and
Eip = {Uj~Ij # i or 4 #P, (Uip,U,)fE}.
The following theorem, a generalization of Theorem 1 in [ 31, defines the appropriate connection
290 zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
JAISHANKAR
CHAKRAPANI
and JADRANKA
SKORIN-KAPOV
strengths and establishes the mapping between consensus and objective function for the QAP. It
can be proved along the similar lines and the proof is therefore omitted. zyxwvutsrqponmlkjihgfedcbaZ
Theorem 1
Let the connection strengths of the Boltzmann machine for the QAP be given by
V(ai,,aig) ECd/: s(uip, ajq) = zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFE
-Wjfpq,
V(~i,,nj~)~Cb: s(Uip,Uip)>max(2C(dij,fp,qā€™lI= l,...,n;
j' f .se
Zj"; pā€™ # **- # pā€; q1 # *** # qā€)},
V( uip,ui,) E Ci : s(Uipyuiq) < - min {s(nip,Uip),s(Uiq,UC)}and
V(aip, zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
Ujp)E Ci : s(ā€œip* ujp) < -min(s(ui,, %p)v s(ā€œjp, ujp)>*
( 1) Then there is a one to one correspondence between local maxima of the consensus
function and permutations (i.e. configurations of the Boltzmann machine which
are feasible for the QAP).
(2) Higher consensus is attained for permutations yielding smaller objective function
values.
Note:
(1) We assume that the matrices D and F are symmetric. If not, the distance-flow
connections change to zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCB
-dijfpq - djif4p, and the other connections change
accordingly.
(2) Bias connections are positive and will therefore ā€œencourageā€ units to take nonzero
values in order to maximize the consensus. On the contrary, the inhibitory
connections are negative and effective when more than one unit is nonzero in a
row or column.
(3) Bias connections as stated in Theorem 1 are very difficult to compute because
it involves finding the maximal value of a quadratic function over (n - l)-
dimensional permutation matrices. In order to get tractable bias connections we
replaced them by zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
V( zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
uip, ui,) E C,: S(Uip, Ui,) > (PI - 1)max {d, zyxwvutsrqponmlkjihgfedcba
fp4
1
Vj,VP,Vq}. The
validity of the theorem is preserved.
2.2. Consensus maximization on Model 1
We tried simulated annealing as well as tabu search as strategies to escape local maxima when
optimizing the consensus. Note that when using simulated annealing as a search strategy Model
1 corresponds exactly to a Boltzmann machine. Both algorithms were tested on Nugentā€™s problems
of dimensions 5, 6, 7, 8, 12 and 15. The computational results are given in Section 4. Due to poor
performance of the algorithms we did not try problems of higher dimension.
When using simulated annealing, a neighboring configuration is selected at random. Depending
on the temperature ?zthe configuration is accepted with probability l/( 1 + exp( - A(k, k,)/ ā€˜I))-the
typical probability used in Boltzmann machines. The cooling schedule used was T+ 1 = aT. The
cooling rate c1is a constant less than, but close to 1. We tried two values of a: 0.99 and 0.95.
Large bias connections require the use of very high starting temperatures in order to assure high
probability of accepting any configuration initially. This results in slower convergence and very
high computational times. We tried to overcome this problem by performing transitions from one
configuration to the other in a deterministic way using tabu search.
When using tabu search, all the n2 neighboring configurations are examined and a configuration
corresponding to the maximal increase in consensus (or minimal decrease when moving out of
local optima) is accepted deterministically. The tabu list, which we elected to update circularly,
contains units whose states had been changed in the most recent tabu size number of iterations.
Tabu size varied between n and 2n. Aspiration criterion was always used.
Large bias connection strengths assure that a locally optimal configuration k corresponds to a
permutation. The value of the consensus function can then be written as K -f(k), where K is a
constant depending on bias connection strengths, and f(k)
is the objective function value (as given
Connectionist approach to the QAP 291
Table I. Snapshot of the first four iterations of tabu search on Model I forNugentā€™s problem
of size 5
Iteration No. Configuration Tabu list zyxwvutsrqponmlkjihgfedcbaZYX
0 ooo10;COcOl; 1cOoo; 00100; 01ooo Empty
1 OoolO; ooool; oooo0; COloo; Olooo ā€œ31
2 OoolO; ooool; M)loo; 00100; Olaoo +I. Us3
3 OoolO; ooool; 00100; oocO0; Olooo u31. %s. %3
4 OoolO: oowl; 00100; loooo; Olooo U?!, u,a, UI1. u,,
in the QAP formulation) for the configuration zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIH
k. Due to the magnitude of bias connection strengths,
the constant K is relatively large compared to f(k). This results in the inability of the model in
making a good distinction between permutations yielding lower versus those yielding higher objective
function values. We tried to improve our results by dynamically decreasing the values for the bias
and inhibitory connection strengths. Every time the search resulted in a better local maxima of the
consensus function, the bias connection strengths were reset to the corresponding objective function
value. The inhibitory connection strengths were changed accordingly. Now, Theorem 1 remains
valid only for neighborhoods of local optima with better consensus function values than previously
encountered. Clearly, this is the region of interest. This resulted in a certain improvement in the
algorithm, but still it could not compare favorably with other heuristic methods for the QAP, e.g.
with the algorithm in [ 111. Note that the model evolves passing through configurations that are
not permutations, i.e. that are not feasible for the QAP. If one starts with a permutation, the next
permutation can be obtained only after a minimum of four iterations and useful information about
the merit of such exchange might be lost along the way. This behavior can be best seen using the
following example.
Example
For Nugentā€™s problem of dimension 5 [ 121, let us start with the permutation 45132 for which
the objective function value equals 60. Though the tabu size for this example was set to 5, any
value greater than 3 would suffice. In each iteration a single unit changes its state and is placed
in the tabu list for tabu size iterations. Table 1 outlines the configuration of the system along with
the tabu list for the first four iterations. A configuration is specified by listing the state of all units
with a ā€œ;ā€ separating rows. The permutation obtained after 4 iterations has an objective function
value 62. However, an optimal permutation 45123 is reachable from the starting permutation in
four iterations, i.e. in one pairwise exchange.
3. MODEL 2: CONNECTIONIST MODEL WITHOUT BIAS AND INHIBITORY
CONNECTIONS
In the previous section, large bias connections and infeasible configurations were identified as
possible sources of computational problems. Guiding the search to visit only feasible configurations
will eliminate the necessity of having bias and inhibitory connections at all.
Formally, the architecture of Model 2 can also be represented by an undirected graph G = (U, Eā€™),
where U is the same as in Model 1, and Eā€™ = {(ui,, uj,)li # j and p # 4). The neighborhood N,
for a configuration k is redefined by considering configurations derivable from k through a series
of state changes of four units. Let us denote by kipjq the configuration obtained from k by changing
the state of units uip, Uiqrujp and ujcl.
Suppose that the configuration k, with k(uip) = 1and k(ujq) = 1,corresponds to a feasible solution
to the QAP. The configuration kipjs results in a (feasible) configuration with k(uiq) = k(ujp) = 1
and k( ui,) = k( uj,) = 0. This corresponds to a pairwise exchange of objects p and q. Also, the value
of the consensus function equals the negative value of the objective function for the corresponding
solution of the QAP. Thus, the relevant part of Theorem 1 (i.e. the second part) is still valid. The
change in consensus A(k, kipjq) can be evaluated using the change in consensus due to the state
change for individual units in the following way (see Section 2.1):
A(k kip) = (1 - 2k,(u,))6(k kip) = -6(k kip) = - Cs(Ui,,ujq)
+ 1 {s(Uip,U~m)k(U~rn)l(Uip,U~rn)E~
- zyxwvutsrqponmlkjihgfedcbaZYXWVU
(UipUjq)Jl.
292 zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
J
AISHANKAR
~~~K~~PA~~ and J
ADRANKA
SKORIN-KAWV
Similarly,
Now,
A(k kipjq)= A(k k<p)
f A(k kjq)+ A(k kiq)+ A(k kjp)+ s(uiprUjq)+ S(Uiq,
ujp).
From the above expression, it is clear that by knowing the change in the consensus due to the
individual units Afk, zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
k,pjg) can be evaluated in time of the order required to compute A(k, k,,).
Thus, Model 2 achieves speedups of the same order as achieved by Model 1.
The following theorem establishes the efficiency of an algorithmic simulation of Model 2.
Theorem 2
Let k be the current configuration of Model 2 and let kā€™ be the previous configuration. Let
k = k:pqj. Then for any unit u,,,,,d(k, k,,) can be computed in constant time using 6(kā€™, k;,).
Proof. For notational simplicity we assume that bias and inhibitory connections exist with
strength zero.
Similarly, zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
+ C (S(Utm,U,,)k(u,,)lu,~~Elā€™ā€ - sip - UjqI,
d(k k,,) = s(ui,, uiq) f S(Ulrn,
Ujp)+ 1 (s(&m, G)k(u,,)Iu,,EElm - U+- rJjp)*
Therefore, 6(k, k,,) can be computed by the following expression.
a(k ki,) = S(kā€™, 6,) - s(Ulm,Ui,) - s(ulmn,jq)+ s(~lm,Ui,) + s(Utmr
ajp)*
This requires only a constant effort.
Note:
0
(I) The change in the consensus function due to a neighboring configuration can be
computed in constant time. For Model 2 this corresponds to computing the
change in the objective function due to a pairwise exchange.
(2) An equivalent result holds for Model 1 also.
We performed both simulated annealing and tabu search on Model 2. The procedures are the
same as in Model 2, except that now a neighboring configuration and the corresponding change
in consensus function are redefined. In addition, tabu search employs a different tabu list. Recall
that in the context of Model 2, a move corresponds to four units changing their states. Units, say
Uipand Ujsare turned ā€œo ffā€™, and uiqand ujp are turned ā€œonā€. The tabu list consists of pairs {Uip,uj4}
of units that are turned ā€œoffā€™.
4. COMPUTATIONAL RESULTS
The computational experiments were performed on SUN Microsystems at SUNY, Stony Brook.
The coding was done in C. In the tables below time refers to CPU seconds.
The data sets given by Nugent et al. [ 121, Steinberg [ 133, Krarup (see [ 1I]) and Skorin-Kapov
[ 111 were used. Optimal objectives for Nugentā€™s problems of size up to 15 are known from the
literature (see e.g. [ 11). For the other problems the best known objectives have not been proven
to be optimal. For Model 1, due to computational inefficiency, only smaller dimensional problems
by Nugent were attempted.
We first implemented a straightforward extension of Aarts and Korst [3] approach for TSP to
the QAP. The results are presented in Table 2. We tried two cooling rates corresponding to CI= 0.99
and CY
= 0.95. Starting temperature was the consensus function value for a random feasible
~onn~tionist approach to the QAP 293
Table 2. Model 1 with simulated annealing
Test problem Total time Starting temp. No. of cycles Cooling rate
Best objective
achieved
Best published
objective
N5 1.51 144 1250 0.99 50 zyxwvutsrqponmlkjihgfedcbaZY
50
0.57 0.95 50
N6 1.83 360 1800 0.99 86 86
0.78 0.95 92
N7 2.87 576 2450 0.99 148 148
0.86 0.95 IS6
N8 3.91 672 3200 0.99 224 214
0.92 0.95 248
N I2 7.64 1320 7200 0.99 664 578
1.78 0.95 690
N 15 19.11 2016 11250 0.99 1420 1150
3.97 0.95 1434
Table 3. Model 1 with tabu search, aspiration used
Test
problem
Time/
iteration
Max
iteration
Tabu
size
With fixed bias
Best objective
achieved
Best
iteration
Tabu
size
With dcc. bias
Best objective
achieved
Besi
iteration zyxwvutsrq
N5
N6
N7
NS
N 12
N 15 zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
0.0005 100 6 50 42 5 SO 12
0.0005 200 7 86 63 6 86 172
O.M)IO 6cQ 12 148 533 7 148 450
0ā€˜0010 loo0 13 214 980 11 214 40
0.0020 loo0 15 632 11 12 624 633
0.0035 zoo0 20 1340 14 15 1264 979
Table 4. Model 2 with simulated annealing, c(= 0.95
Test problem Totat time Starting temp. No. of cycles Best objective achieved
N5
N6
N7
N8
N 12
N 15
N 20
N 30
0.44 82 1250 50
0.63 106 1800 86
0.7 I 148 2450 148
0.84 328 3200 214
1.37 716 72CO 578
3.53 1620 11250 1150
11.18 3568 2oOoa 2570
40.62 8174 45ooo 6128
configuration. The number of cycles for each temperature was set to 50nā€™. Observe that the CPU
time increases significantly as a function of problem size and of cooling rate.
Next, we implemented Model 1 with tabu search as the strategy to overcome local optima. The
best results obtained using tabu search on Model 1 with static, as well as monotonically decreasing
bias and inhibitory connection strengths are presented in Table 3. Aspiration criterion was always
used. We performed the same number of iterations for both fixed and decreasing connection
strengths. The results show the clear superiority of tabu search when Model 1 is used, for problems zyxwvuts
of size fl greater than 7. Also, the strategy of decreasing bias and inhibitory connection strengths
results in a consistent improvement. Further, the time/iteration is O(nā€™) resulting in total time
significantly less than that for simulated annealing with ct= 0.99.
We then replaced Model 1 with our proposed alternative Model 2. Simulated annealing on
Model 2 was attempted for all Nugentā€™s problems. We used a cooling rate of a = 0.95. Other
parameters were set as for Model 1. The results are given in Table 4.
As shown, the new model enables simulated annealing to obtain generally better solutions than
obtained using Model 1. The new Model 2 likewise enables tabu search to obtain better solutions
than previously. As in the case of Model 1, the solutions obtained with tabu search are always as
good or better than those obtained with simulated annealing. In addition, the solution times do
not grow nearly as rapidly using tabu search, thus allowing us to examine larger problem sizes.
294 JAISHANKAR
CHAKRAPANI
and JADRANKA
SKORIN-KAPOV
Table 5. Model 2 with tabu search, No. iterations = lOOn
Test problem Time/iteration Aspiration used? Tabu size Best iteration
Best objective Best published
achieved objective
N5 0.0005
N6 0.0005
N7 0.0010
N8 0.0010
N 12 0.0020
N 15 0.0036
N 20 0.0070
N 30 0.0192
KI 30 0.0192
K2 30 0.0192
SI 36 0.0271
S2 36 0.0271
SK 42 0.0578
SK 49 0.1890
SK 56 0.2440
SK 64 0.3210
SK 72 0.4C00
SK 81 0.5290
SK 90 0.6620
no 5
no 6 zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPO
IlO 7
no 8
yes 12
ye= 15 zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONML
Ye S 20
yes 15
yes 20
ye= 15
yes 25
yes 30
yes 40
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ye= 20 zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJI
Ye= 30
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Yes 70
yes 25
yes 30
yes 60
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yes 30
yes 40
yes 30
yes 40
yes 40
yes 50
yes 45
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yes 50
ye= 65
yes 50
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9
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We set the number of iterations to lOOn.For problems of size greater or equal to 12 aspiration
cirterion was always used. The size of the tabu list was problem specific. For problems of size up
to 20, tabu size was set to n. For larger problems, we tried two tabu sizes which were random
multiples of five in the interval [(n/2), n]. The results were very good for all problems except those
due to Krarup and Steinberg. Therefore, for those problem we decided to try larger tabu sizes.
Again, we chose two random multiples of five in the interval [n, 2n]. Note that Nugentā€™s and
Skorin-Kapovā€™s problems were generated along similar lines whereas, Krarupā€™s and Steinbergā€™s
problems were generated in a different way. All the results are given in Table 5. The best published
objective is taken from zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
[1 11. The CPU time/iteration is 0(n2) and compares favorably with other
heuristics (see e.g. [ zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
11, zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
11).For all the test problems we report solutions as good or better than the best
published.
5. CONCLUSIONS
In this paper we have proposed a massively parallel heuristic algorithm for the QAP. The
algorithm is based on connectionist architecture and significantly improves over a related
connectionist model based on the architecture of a Boltzmann machine. Moreover, we propose the
use of tabu search in order to escape from local optima as an alternative to the stochastic simulated
annealing. For the problems tested, this approach seems to work very efficiently.
REFERENCES
1. R. E. Burkard, Quadratic assignment problems. Eur. J. Ops Res. 15,283-289 (1984).
2. J. J. Hopfield and D. W. Tank, Neural computation of decisions in optimization problems. Biol. Cybernet. 52, 141-152
(1985).
Connection& approach to the QAP 295
3. E. H. L. Aarts and J. H. M. Korst, Boltzmann machines for travelling salesman problems. Eur. J. Ops zyxwvutsrqponmlkjihgf
Rex 39,79-95 (1989).
4. E. H. L. Aarts and J. H. M. Korst, Simulated Annealing and Boltrmann Machines-A Stochastic Approach to Combinatorial
Optimization and Neural Computation. Wiley, New York (1989).
5. G. V. Wilson and G. S. Pawley, On the stability of the travelling salesman problem algorithm of Hopfield and Tank.
Biol. Cybernet. 63-70 (1988).
6. S. Kirkpatrick, C. D. Gellati and M. P. Vecchi, Optimizing by simulated annealing. Science 220, 671-680 (1983).
7. F. Glover. Tabu search--Dart i. ORSA J
. Comout. 1. 190-206 (1989).
8. F. Glover, Tabu search-part ii. ORSA J. Con&t. 2,4-32 (1990). ā€™
9. U. Faigle and W. Kern, Some convergence results for probablistic tabu search. Research Memorandum 882, Faculty
of Applied Mathematics, University of Twente, The Netherlands (1989).
10. E. H. L. Aarts and J. H. M. Korst, Simulated annealing and Boltzmann machines. In Discrete Mathematics and
Optimization. Wiley-Interscience, New York (1988).
11. J. Skorin-Kapov, Tabu search applied to the quadratic assignment problem. ORSA J
. Comput. 2, 33-45 (1990).
12. C. E. Nugent, T. E. Vollmann and J. Ruml, An experimental comparison of techniques for the assignment of facilities
to locations. Ops Res. 16, 150-173 (1968).
13. L. Steinberg, The backboard wiring problem: a placement algorithm. SIAM Rev. 3, 37-50 (1961).

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A Connectionist Approach To The Quadratic Assignment Problem

  • 1. Computers ops Res. Vol. 19, No. 314, pp. 281-295, 1992 0305-0548/92 ss.oo + 0.00 Printedin Great Britain.All rightsreserved Copyright0 1992 PcrgamonPressplc A CONNECTIONIST APPROACH TO THE QUADRATIC ASSIGNMENT PROBLEM-f JAISHANKAR CHAKRAPANI~ and JADRANKA SKORIN-KAPOV$~ Department of Applied Mathematics and Statistics and Harriman School for Management and Policy, State University of NewYork at Stony Brook, Stony Brook, NY 11794, U.S.A. Scope and Purpose-Quadratic assignment problem (QAP) is an NP-hard combinatorial optimization problem arising in engineering, computer design, manufacturing and many other domains. Due to their non-convex objective function, QAPs have a number of locally optimal solutions. Simulated annealing and tabu search are strategies to escape from local optima and to guide the search beyond them. Boltzrnann machines are connectionist models that use simulated annealing. In this paper we extend and improve a connectionist model based on Boltzrnann machines to solve the QAP. We also compare it with a related model employing tabu search. Computational results are given. Abstract-The possibilities of applying a Boltzmann machine, and a related connectionist model in which the escape from local optima is performed in a deterministic way using tabu search, are tested for the quadratic assignment problem (QAP). Inefficiences with this approach led to an improved computational model for the QAP which is based on connectionist architecture. Computational results for problems of dimensions ranging from 5 up to 90 are given. 1. INTRODUCTION The quadratic assignment problem (QAP) is an NP-hard problem that has been applied to many different situations calling for optimization, including: minimizing total wire length in electronic assemblies, determining the location of machines, departments or offices within a plant so as to minimize transportation efforts and costs, ordering interrelated data on a disk, scheduling theory, etc. (see e.g. [ 1I). The problem is to find an assignment of n objects to n locations that minimizes the cumulative product of flow between every two objects and distance between every two locations. Denoting by dij the distance between the locations i and j, and by{,, the flow between the objects p and 4, the problem can be written as min i i i i zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONML dijfpsXipXj4 [=I p=l j=l g=l subject to i xip = 1 Vi p=l xip = zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCB 0, 1 ViVp. The variable xip is non-zero if the object p is assigned to the location i and zero otherwise. The objective function is quadratic and nonconvex implying the existence of a number of local optima, and the feasible set contains n! distinct elements (the set of permutations). If the flow matrix F = (f,,) is a cyclic permutation matrix, the QAP reduces to the traveling salesman problem (TSP). t Research partially supported by NSF grant DDM-8909206. $Jadranka Skorin-Kapov is an Assistant Professor in the Harriman School for Management and Policy, SUNY at Stony Brook. She received her B.Sc. and M.Sc. in Applied Mathematics from the University of Zagreb, and her Ph.D. in Operations Research from the University of British Columbia. Her research interests are in the area of combinatorial optimization. She has published in Mathematical Programming, Operations Research Letters, ORSA J ournal of Computing and Discrete Applied Mathematics. 8Jaishankar Chakrapani is a Ph.D. student in the Department of Applied Mathematics, SUNY at Stony Brook. He received his B.E. in Computer Science and Engineering from the Indian Institute of Science and his BSc. in Applied Sciences from Bharathiar University, India. His research interests include neural networks, genetic algorithms and combinatorial optimization. c Author to whom all correspondence should be addressed. 287
  • 2. 288 zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA JAISHANKAR CHAKRAPANI and JADRANKA SKORIN-KAPOV Connectionist models are constructed to follow the analogy with neural networks in the human brain and are also referred to as artificial neural networks. They consist of nodes representing neurons and arcs representing a pattern of connectivity among the neurons. An activity level is associated with each node, and weights or connection strengths are associated with each arc. Activity levels and connection strengths could change according to functions directing the systemsā€™s behavior. Connectionist models are classified into analog or binary depending on the values that an activity level could take. Hopfield and Tank [2] have proposed an analog connectionist model and Aarts and Korst [3] have adapted and used a binary connectionist model (Boltzmann machine) for heuristically solving the TSP. Reference [4] describes some combinatorial optimization problems solved suboptimally by Boltzmann machines. Wilson and Pawley [S] have reported difficulties in the application of Hopfield and Tankā€™s model to the TSP. In their paper, Aarts and Korst [3, p. 911 have demonstrated the competence of Boltzmann machines as compared to Hopfield and Tankā€™s approach in solving the TSP. They also remark on the ease of algorithmically simulating Boltzmann machines. We, therefore, decided to base our study on Boltzmann machines. A Boltzmann machine having n units can be represented by an undirected graph G = (U, E) where the set of vertices U = {ui, . . ., u,} represents the set of units, and the set of edges zyxwvutsrqponmlk E E U x U represents the set of connections between the units. Each unit Uican be in one of the two possible states: ā€œonā€ (1) or ā€œoff (0). The states of all the units determine a configuration of the Boltzmann machine. Each edge (ui, uj), including loops, has a connection strength associated with it. Connection strengths may be positive (excitatory) or negative (inhibitory). A connection between any two units is activated if both units are ā€œonā€. Associated with this structure is the so called consensus function which can be viewed as an overall measure of ā€œagreementā€ among units in a network. It can be informally defined as the sum of activated connection strengths. In order to maximize the consensus function, the units adjust their states to the states of the neighboring units, thereby activating (or deactivating) connection strenghts. The choice of the connection strengths is a function of the specific problem. Aarts and Korts [3] show that for a certain choice of connection strengths, the maximization of the consensus function corresponds to the minimization of the objective function for the TSP. The assignment type constraints (i.e. each city has to be visited exactly once) are mapped onto the structure of a Boltzmann machine in view of inhibitory connections (decreasing the consensus if a city is visited more than once) and bias connections (decreasing the consensus if a city is not visited at all). When a configuration of a Boltzmann machine is such that a change in any of the units only decreases the consensus function, a local optimum is reached. In a Boltzmann machine, the way to get out of a local optimum is governed by simulated annealing [6]. Under certain assumptions about the annealing schedule, asymptotic convergence to a global optimum can be proved. In practice, depending on the annealing schedule used, the method ends up in a local optimum. A Boltzmann machine can be viewed as a massively parallel simulated annealing method. Another approach to cope with local optimality, called tabu search, has been proposed and extended by Glover [ 7,8]. As opposed to simulated annealing, in a simple tabu search the transition from one feasible solution to another is performed deterministically. The whole neighborhood (as defined) is searched, and the best solution (according to a given criterion) is taken as the current solution. Suppose that the criterion to evaluate moves (i.e. changes from one feasible solution to another) is the change in the objective function. It is clear that after reaching a local optimum, an inferior move will be taken. In order to prevent cycling, i.e. falling back to the same local optimum, reversal of a number of recent moves is forbidden (or tabu). The size of the tabu list determines how many moves to forbid at each iteration. This list can then be updated circularly, thereby releasing a move after a number of iterations. The move can be released even before its tabu status expires if it leads to a solution better than any previously encountered. This is called the aspiration criterion. Dynamic tabu list strategies that vary the size or composition of the list offer the potential for interesting refinements. More details and some other components of tabu search such as long term memory are broadly defined in [7] and [8]. A probabilistic variant of tabu search has also been proposed [7] and has been shown by Faigle and Kern [9] to have mathematical convergence properties analogous to those of simulated annealing, based on a broader foundation. However, empirical studies have so far focused on the deterministic form of tabu search, and several have established the competitiveness of this form with simulated annealing.
  • 3. Connectionist approach to the QAP 289 In this paper we generalize the connectionist model proposed by Aarts and Korst [3] for the TSP to solve the QAP. As Aarts and Korst [S] stated, a Boltzmann machine approach for the TSP is not as successful as the same approach for some other ,graph problems due to the specific construction of the machine (see [ 10, p. 1761). One of our objectives in extending their model was to determine if a deterministic tabu search approach superimposed on a connectionist model could improve upon a Boltzmann machine (a connectionist model on which simulated annealing is superimposed). Further analysis of the generalized model led us to a new, improved, massively parallel computational model based on connectionist architecture. Computational experience with QAPs of dimension up to 90 clearly establishes the superiority of our new model. In the sequel we will label the connectionist model with the same architecture as of Boltzmann machineā€™s as Model 1. In the next section we describe Model 1 and the algorithms performed on it. Inefficiencies with Model 1 led us to Model 2, a related connectionist architecture. Model 2 and the corresponding algorithms are described in Section 3. The computational results are presented in Section 4 and the conclusions in Section 5. 2. MODEL 1: A CONNECTIONIST MODEL BASED ON THE BOLTZMANN MACHINE In Section 2.1 we provide a formal description of the connectionist model and the appropriate choice of the connection strengths for the QAP. Section 2.2 describes the algorithms used to maximize the consensus function. We then discuss the limitations of the model and propose some changes which results in a modest improvement. This motivated the changes resulting in Model 2. For the sake of consistency, we preserve most of the notation from [3]. Let us denote the set of units in a Boltzmann machine for the QAP by U = {u11,. . ., uln, . .. , u,,}. The set of edges E is identified with the set of connections. Recall that any configuration of a Boltzmann machine on the above structure can be represented by an n x n matrix of zeros and ones. Of course, only matrices having exactly one non-zero element in each row and column, i.e. permutation matrices, qualify as feasible solutions to the QAP. Let us denote the state of any unit uip in a configuration zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA k by k(Uip). Denoting the set of configurations by K, the consensus function c: K + 8 is defined as follows: c(k) = 1 (s(uip, uj,)k(ui,fkfUj~)l(Uip, aj*)oE) where s( Uip,Uj~)denotes the strength of the connection (Uip,Ujq)* By choosing appropriate connection strengths one can assure that local maxima of the consensus function are obtained with configurations corresponding to permutation matrices. This is formally stated in Theorem 1. In the context of the QAP there are n2(n - 1)2/2 distance-flow connections from C,, = {(UC,U,)(i # j and p # 41, n2 bias connections from C, = ((Uc,Ujq)li =j and P = 41, and finally n2(n - 1) inhibitory connections from Ci = ((ui,, Uj~)i(i=I and p # 4) or (i #j and P = 4)). Thus each unit is connected to (n - 1)2 other units via distance-flow connections, has its bias connection, and is connected to 2(n - 1) other units via inhibitory connections. For each k E K, let us denote by N, the set of its neighboring configurations, i.e. the set of configurations obtained from k by changing the state of exactly one unit. More formally, changing the state of unit uip in configuration k, the neighboring configuration ki, is obtained as kc(ui,) = 1 - k(Uip) and kip(tijg) = k(~~~)V~ # i or 4 # p. Let US denote by A(k, kipf the difference in consensus functions for configurations k and ki,, i.e. A(k, kip) = C(k,,) - C(k). The same derivation as in [3], results in the formula A(k, kip) = ( 1 - 2kip(uip))6(k kip), where and Eip = {Uj~Ij # i or 4 #P, (Uip,U,)fE}. The following theorem, a generalization of Theorem 1 in [ 31, defines the appropriate connection
  • 4. 290 zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA JAISHANKAR CHAKRAPANI and JADRANKA SKORIN-KAPOV strengths and establishes the mapping between consensus and objective function for the QAP. It can be proved along the similar lines and the proof is therefore omitted. zyxwvutsrqponmlkjihgfedcbaZ Theorem 1 Let the connection strengths of the Boltzmann machine for the QAP be given by V(ai,,aig) ECd/: s(uip, ajq) = zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFE -Wjfpq, V(~i,,nj~)~Cb: s(Uip,Uip)>max(2C(dij,fp,qā€™lI= l,...,n; j' f .se Zj"; pā€™ # **- # pā€; q1 # *** # qā€)}, V( uip,ui,) E Ci : s(Uipyuiq) < - min {s(nip,Uip),s(Uiq,UC)}and V(aip, zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA Ujp)E Ci : s(ā€œip* ujp) < -min(s(ui,, %p)v s(ā€œjp, ujp)>* ( 1) Then there is a one to one correspondence between local maxima of the consensus function and permutations (i.e. configurations of the Boltzmann machine which are feasible for the QAP). (2) Higher consensus is attained for permutations yielding smaller objective function values. Note: (1) We assume that the matrices D and F are symmetric. If not, the distance-flow connections change to zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCB -dijfpq - djif4p, and the other connections change accordingly. (2) Bias connections are positive and will therefore ā€œencourageā€ units to take nonzero values in order to maximize the consensus. On the contrary, the inhibitory connections are negative and effective when more than one unit is nonzero in a row or column. (3) Bias connections as stated in Theorem 1 are very difficult to compute because it involves finding the maximal value of a quadratic function over (n - l)- dimensional permutation matrices. In order to get tractable bias connections we replaced them by zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA V( zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA uip, ui,) E C,: S(Uip, Ui,) > (PI - 1)max {d, zyxwvutsrqponmlkjihgfedcba fp4 1 Vj,VP,Vq}. The validity of the theorem is preserved. 2.2. Consensus maximization on Model 1 We tried simulated annealing as well as tabu search as strategies to escape local maxima when optimizing the consensus. Note that when using simulated annealing as a search strategy Model 1 corresponds exactly to a Boltzmann machine. Both algorithms were tested on Nugentā€™s problems of dimensions 5, 6, 7, 8, 12 and 15. The computational results are given in Section 4. Due to poor performance of the algorithms we did not try problems of higher dimension. When using simulated annealing, a neighboring configuration is selected at random. Depending on the temperature ?zthe configuration is accepted with probability l/( 1 + exp( - A(k, k,)/ ā€˜I))-the typical probability used in Boltzmann machines. The cooling schedule used was T+ 1 = aT. The cooling rate c1is a constant less than, but close to 1. We tried two values of a: 0.99 and 0.95. Large bias connections require the use of very high starting temperatures in order to assure high probability of accepting any configuration initially. This results in slower convergence and very high computational times. We tried to overcome this problem by performing transitions from one configuration to the other in a deterministic way using tabu search. When using tabu search, all the n2 neighboring configurations are examined and a configuration corresponding to the maximal increase in consensus (or minimal decrease when moving out of local optima) is accepted deterministically. The tabu list, which we elected to update circularly, contains units whose states had been changed in the most recent tabu size number of iterations. Tabu size varied between n and 2n. Aspiration criterion was always used. Large bias connection strengths assure that a locally optimal configuration k corresponds to a permutation. The value of the consensus function can then be written as K -f(k), where K is a constant depending on bias connection strengths, and f(k) is the objective function value (as given
  • 5. Connectionist approach to the QAP 291 Table I. Snapshot of the first four iterations of tabu search on Model I forNugentā€™s problem of size 5 Iteration No. Configuration Tabu list zyxwvutsrqponmlkjihgfedcbaZYX 0 ooo10;COcOl; 1cOoo; 00100; 01ooo Empty 1 OoolO; ooool; oooo0; COloo; Olooo ā€œ31 2 OoolO; ooool; M)loo; 00100; Olaoo +I. Us3 3 OoolO; ooool; 00100; oocO0; Olooo u31. %s. %3 4 OoolO: oowl; 00100; loooo; Olooo U?!, u,a, UI1. u,, in the QAP formulation) for the configuration zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIH k. Due to the magnitude of bias connection strengths, the constant K is relatively large compared to f(k). This results in the inability of the model in making a good distinction between permutations yielding lower versus those yielding higher objective function values. We tried to improve our results by dynamically decreasing the values for the bias and inhibitory connection strengths. Every time the search resulted in a better local maxima of the consensus function, the bias connection strengths were reset to the corresponding objective function value. The inhibitory connection strengths were changed accordingly. Now, Theorem 1 remains valid only for neighborhoods of local optima with better consensus function values than previously encountered. Clearly, this is the region of interest. This resulted in a certain improvement in the algorithm, but still it could not compare favorably with other heuristic methods for the QAP, e.g. with the algorithm in [ 111. Note that the model evolves passing through configurations that are not permutations, i.e. that are not feasible for the QAP. If one starts with a permutation, the next permutation can be obtained only after a minimum of four iterations and useful information about the merit of such exchange might be lost along the way. This behavior can be best seen using the following example. Example For Nugentā€™s problem of dimension 5 [ 121, let us start with the permutation 45132 for which the objective function value equals 60. Though the tabu size for this example was set to 5, any value greater than 3 would suffice. In each iteration a single unit changes its state and is placed in the tabu list for tabu size iterations. Table 1 outlines the configuration of the system along with the tabu list for the first four iterations. A configuration is specified by listing the state of all units with a ā€œ;ā€ separating rows. The permutation obtained after 4 iterations has an objective function value 62. However, an optimal permutation 45123 is reachable from the starting permutation in four iterations, i.e. in one pairwise exchange. 3. MODEL 2: CONNECTIONIST MODEL WITHOUT BIAS AND INHIBITORY CONNECTIONS In the previous section, large bias connections and infeasible configurations were identified as possible sources of computational problems. Guiding the search to visit only feasible configurations will eliminate the necessity of having bias and inhibitory connections at all. Formally, the architecture of Model 2 can also be represented by an undirected graph G = (U, Eā€™), where U is the same as in Model 1, and Eā€™ = {(ui,, uj,)li # j and p # 4). The neighborhood N, for a configuration k is redefined by considering configurations derivable from k through a series of state changes of four units. Let us denote by kipjq the configuration obtained from k by changing the state of units uip, Uiqrujp and ujcl. Suppose that the configuration k, with k(uip) = 1and k(ujq) = 1,corresponds to a feasible solution to the QAP. The configuration kipjs results in a (feasible) configuration with k(uiq) = k(ujp) = 1 and k( ui,) = k( uj,) = 0. This corresponds to a pairwise exchange of objects p and q. Also, the value of the consensus function equals the negative value of the objective function for the corresponding solution of the QAP. Thus, the relevant part of Theorem 1 (i.e. the second part) is still valid. The change in consensus A(k, kipjq) can be evaluated using the change in consensus due to the state change for individual units in the following way (see Section 2.1): A(k kip) = (1 - 2k,(u,))6(k kip) = -6(k kip) = - Cs(Ui,,ujq) + 1 {s(Uip,U~m)k(U~rn)l(Uip,U~rn)E~ - zyxwvutsrqponmlkjihgfedcbaZYXWVU (UipUjq)Jl.
  • 6. 292 zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA J AISHANKAR ~~~K~~PA~~ and J ADRANKA SKORIN-KAWV Similarly, Now, A(k kipjq)= A(k k<p) f A(k kjq)+ A(k kiq)+ A(k kjp)+ s(uiprUjq)+ S(Uiq, ujp). From the above expression, it is clear that by knowing the change in the consensus due to the individual units Afk, zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA k,pjg) can be evaluated in time of the order required to compute A(k, k,,). Thus, Model 2 achieves speedups of the same order as achieved by Model 1. The following theorem establishes the efficiency of an algorithmic simulation of Model 2. Theorem 2 Let k be the current configuration of Model 2 and let kā€™ be the previous configuration. Let k = k:pqj. Then for any unit u,,,,,d(k, k,,) can be computed in constant time using 6(kā€™, k;,). Proof. For notational simplicity we assume that bias and inhibitory connections exist with strength zero. Similarly, zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA + C (S(Utm,U,,)k(u,,)lu,~~Elā€™ā€ - sip - UjqI, d(k k,,) = s(ui,, uiq) f S(Ulrn, Ujp)+ 1 (s(&m, G)k(u,,)Iu,,EElm - U+- rJjp)* Therefore, 6(k, k,,) can be computed by the following expression. a(k ki,) = S(kā€™, 6,) - s(Ulm,Ui,) - s(ulmn,jq)+ s(~lm,Ui,) + s(Utmr ajp)* This requires only a constant effort. Note: 0 (I) The change in the consensus function due to a neighboring configuration can be computed in constant time. For Model 2 this corresponds to computing the change in the objective function due to a pairwise exchange. (2) An equivalent result holds for Model 1 also. We performed both simulated annealing and tabu search on Model 2. The procedures are the same as in Model 2, except that now a neighboring configuration and the corresponding change in consensus function are redefined. In addition, tabu search employs a different tabu list. Recall that in the context of Model 2, a move corresponds to four units changing their states. Units, say Uipand Ujsare turned ā€œo ffā€™, and uiqand ujp are turned ā€œonā€. The tabu list consists of pairs {Uip,uj4} of units that are turned ā€œoffā€™. 4. COMPUTATIONAL RESULTS The computational experiments were performed on SUN Microsystems at SUNY, Stony Brook. The coding was done in C. In the tables below time refers to CPU seconds. The data sets given by Nugent et al. [ 121, Steinberg [ 133, Krarup (see [ 1I]) and Skorin-Kapov [ 111 were used. Optimal objectives for Nugentā€™s problems of size up to 15 are known from the literature (see e.g. [ 11). For the other problems the best known objectives have not been proven to be optimal. For Model 1, due to computational inefficiency, only smaller dimensional problems by Nugent were attempted. We first implemented a straightforward extension of Aarts and Korst [3] approach for TSP to the QAP. The results are presented in Table 2. We tried two cooling rates corresponding to CI= 0.99 and CY = 0.95. Starting temperature was the consensus function value for a random feasible
  • 7. ~onn~tionist approach to the QAP 293 Table 2. Model 1 with simulated annealing Test problem Total time Starting temp. No. of cycles Cooling rate Best objective achieved Best published objective N5 1.51 144 1250 0.99 50 zyxwvutsrqponmlkjihgfedcbaZY 50 0.57 0.95 50 N6 1.83 360 1800 0.99 86 86 0.78 0.95 92 N7 2.87 576 2450 0.99 148 148 0.86 0.95 IS6 N8 3.91 672 3200 0.99 224 214 0.92 0.95 248 N I2 7.64 1320 7200 0.99 664 578 1.78 0.95 690 N 15 19.11 2016 11250 0.99 1420 1150 3.97 0.95 1434 Table 3. Model 1 with tabu search, aspiration used Test problem Time/ iteration Max iteration Tabu size With fixed bias Best objective achieved Best iteration Tabu size With dcc. bias Best objective achieved Besi iteration zyxwvutsrq N5 N6 N7 NS N 12 N 15 zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA 0.0005 100 6 50 42 5 SO 12 0.0005 200 7 86 63 6 86 172 O.M)IO 6cQ 12 148 533 7 148 450 0ā€˜0010 loo0 13 214 980 11 214 40 0.0020 loo0 15 632 11 12 624 633 0.0035 zoo0 20 1340 14 15 1264 979 Table 4. Model 2 with simulated annealing, c(= 0.95 Test problem Totat time Starting temp. No. of cycles Best objective achieved N5 N6 N7 N8 N 12 N 15 N 20 N 30 0.44 82 1250 50 0.63 106 1800 86 0.7 I 148 2450 148 0.84 328 3200 214 1.37 716 72CO 578 3.53 1620 11250 1150 11.18 3568 2oOoa 2570 40.62 8174 45ooo 6128 configuration. The number of cycles for each temperature was set to 50nā€™. Observe that the CPU time increases significantly as a function of problem size and of cooling rate. Next, we implemented Model 1 with tabu search as the strategy to overcome local optima. The best results obtained using tabu search on Model 1 with static, as well as monotonically decreasing bias and inhibitory connection strengths are presented in Table 3. Aspiration criterion was always used. We performed the same number of iterations for both fixed and decreasing connection strengths. The results show the clear superiority of tabu search when Model 1 is used, for problems zyxwvuts of size fl greater than 7. Also, the strategy of decreasing bias and inhibitory connection strengths results in a consistent improvement. Further, the time/iteration is O(nā€™) resulting in total time significantly less than that for simulated annealing with ct= 0.99. We then replaced Model 1 with our proposed alternative Model 2. Simulated annealing on Model 2 was attempted for all Nugentā€™s problems. We used a cooling rate of a = 0.95. Other parameters were set as for Model 1. The results are given in Table 4. As shown, the new model enables simulated annealing to obtain generally better solutions than obtained using Model 1. The new Model 2 likewise enables tabu search to obtain better solutions than previously. As in the case of Model 1, the solutions obtained with tabu search are always as good or better than those obtained with simulated annealing. In addition, the solution times do not grow nearly as rapidly using tabu search, thus allowing us to examine larger problem sizes.
  • 8. 294 JAISHANKAR CHAKRAPANI and JADRANKA SKORIN-KAPOV Table 5. Model 2 with tabu search, No. iterations = lOOn Test problem Time/iteration Aspiration used? Tabu size Best iteration Best objective Best published achieved objective N5 0.0005 N6 0.0005 N7 0.0010 N8 0.0010 N 12 0.0020 N 15 0.0036 N 20 0.0070 N 30 0.0192 KI 30 0.0192 K2 30 0.0192 SI 36 0.0271 S2 36 0.0271 SK 42 0.0578 SK 49 0.1890 SK 56 0.2440 SK 64 0.3210 SK 72 0.4C00 SK 81 0.5290 SK 90 0.6620 no 5 no 6 zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPO IlO 7 no 8 yes 12 ye= 15 zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONML Ye S 20 yes 15 yes 20 ye= 15 yes 25 yes 30 yes 40 yes 20 yes 25 yes 45 yes 55 ye= 20 zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJI Ye= 30 Yes 55 Yes 70 yes 25 yes 30 yes 60 yes 70 yes 30 yes 40 yes 30 yes 40 yes 40 yes 50 yes 45 yes 60 yes 50 ye= 65 yes 50 yes 60 yes 50 yes 60 9 2 22 3 89 378 431 194 363 205 2388 467 601 366 2745 2290 1130 2139 2408 2199 I556 62 2142 3052 3428 665 1074 827 1668 5555 2789 2618 652 2678 1026 4369 6281 8922 9ooo 50 86 148 214 578 1150 2570 6124 6128 90720 90920 88900 88900 91900 91590 91420 91490 10200 9602 9526 9576 18526 17630 15852 15852 15818 15846 23412 23398 34658 34662 48760 48790 66268 663 10 91362 91402 116134 116116 50 86 148 214 578 1150 2570 6124 88900 91420 9526 15852 15864 23536 34736 48964 66756 91432 116360 We set the number of iterations to lOOn.For problems of size greater or equal to 12 aspiration cirterion was always used. The size of the tabu list was problem specific. For problems of size up to 20, tabu size was set to n. For larger problems, we tried two tabu sizes which were random multiples of five in the interval [(n/2), n]. The results were very good for all problems except those due to Krarup and Steinberg. Therefore, for those problem we decided to try larger tabu sizes. Again, we chose two random multiples of five in the interval [n, 2n]. Note that Nugentā€™s and Skorin-Kapovā€™s problems were generated along similar lines whereas, Krarupā€™s and Steinbergā€™s problems were generated in a different way. All the results are given in Table 5. The best published objective is taken from zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA [1 11. The CPU time/iteration is 0(n2) and compares favorably with other heuristics (see e.g. [ zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA 11, zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA 11).For all the test problems we report solutions as good or better than the best published. 5. CONCLUSIONS In this paper we have proposed a massively parallel heuristic algorithm for the QAP. The algorithm is based on connectionist architecture and significantly improves over a related connectionist model based on the architecture of a Boltzmann machine. Moreover, we propose the use of tabu search in order to escape from local optima as an alternative to the stochastic simulated annealing. For the problems tested, this approach seems to work very efficiently. REFERENCES 1. R. E. Burkard, Quadratic assignment problems. Eur. J. Ops Res. 15,283-289 (1984). 2. J. J. Hopfield and D. W. Tank, Neural computation of decisions in optimization problems. Biol. Cybernet. 52, 141-152 (1985).
  • 9. Connection& approach to the QAP 295 3. E. H. L. Aarts and J. H. M. Korst, Boltzmann machines for travelling salesman problems. Eur. J. Ops zyxwvutsrqponmlkjihgf Rex 39,79-95 (1989). 4. E. H. L. Aarts and J. H. M. Korst, Simulated Annealing and Boltrmann Machines-A Stochastic Approach to Combinatorial Optimization and Neural Computation. Wiley, New York (1989). 5. G. V. Wilson and G. S. Pawley, On the stability of the travelling salesman problem algorithm of Hopfield and Tank. Biol. Cybernet. 63-70 (1988). 6. S. Kirkpatrick, C. D. Gellati and M. P. Vecchi, Optimizing by simulated annealing. Science 220, 671-680 (1983). 7. F. Glover. Tabu search--Dart i. ORSA J . Comout. 1. 190-206 (1989). 8. F. Glover, Tabu search-part ii. ORSA J. Con&t. 2,4-32 (1990). ā€™ 9. U. Faigle and W. Kern, Some convergence results for probablistic tabu search. Research Memorandum 882, Faculty of Applied Mathematics, University of Twente, The Netherlands (1989). 10. E. H. L. Aarts and J. H. M. Korst, Simulated annealing and Boltzmann machines. In Discrete Mathematics and Optimization. Wiley-Interscience, New York (1988). 11. J. Skorin-Kapov, Tabu search applied to the quadratic assignment problem. ORSA J . Comput. 2, 33-45 (1990). 12. C. E. Nugent, T. E. Vollmann and J. Ruml, An experimental comparison of techniques for the assignment of facilities to locations. Ops Res. 16, 150-173 (1968). 13. L. Steinberg, The backboard wiring problem: a placement algorithm. SIAM Rev. 3, 37-50 (1961).