The continuous grey pattern problem

Zvi Drezner () and Pawel Kalczynski
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Zvi Drezner: California State University-Fullerton
Pawel Kalczynski: California State University-Fullerton

Journal of the Operational Research Society, 2017, vol. 68, issue 5, 469-483

Abstract: Abstract A new location problem is formulated and solved. It is the continuous version of the grey pattern problem which is a special case of the Quadratic Assignment Problem. The problem is a minimization of a convex function subject to non-convex constraints and has infinitely many optimal solutions. We propose several mathematical programming formulations that are suitable for a multi-start heuristic algorithm. In addition to solving these formulations by the Solver in Excel and Mathematica, a special Nelder–Mead algorithm is proposed. This special algorithm provided the best results. One suggested modification may improve the performance of the Nelder–Mead algorithm for other optimization problems as well.

Keywords: quadratic assignment; grey pattern; Nelder-Mead; multi-start heuristic (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (2)

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DOI: 10.1057/s41274-016-0023-4

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