2019
DOI: 10.1287/ijoc.2018.0861
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On Solving the Quadratic Shortest Path Problem

Abstract: The quadratic shortest path problem is the problem of finding a path in a directed graph such that the sum of interaction costs over all pairs of arcs on the path is minimized. We derive several semidefinite programming relaxations for the quadratic shortest path problem with a matrix variable of order m + 1, where m is the number of arcs in the graph. We use the alternating direction method of multipliers to solve the semidefinite programming relaxations. Numerical results show that our bounds are currently t… Show more

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Cited by 20 publications
(22 citation statements)
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References 28 publications
(84 reference statements)
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“…Broumi et al [27] calculated MST in interval valued bipolar neutrosophic (IVBN) setting. Hu and Sotirov [28] proposed amenity of semi definite programming for the quadratic SPP and performed some arithmetic operations to solve the QSPP using branch and bound algorithm. Dragan and Leitert [29] solved SPP on minimal peculiarity.…”
Section: Literature Of Reviewmentioning
confidence: 99%
“…Broumi et al [27] calculated MST in interval valued bipolar neutrosophic (IVBN) setting. Hu and Sotirov [28] proposed amenity of semi definite programming for the quadratic SPP and performed some arithmetic operations to solve the QSPP using branch and bound algorithm. Dragan and Leitert [29] solved SPP on minimal peculiarity.…”
Section: Literature Of Reviewmentioning
confidence: 99%
“…Recently, a promising alternative for solving largescale SDP relaxations based on alternating direction augmented Lagrangian methods has been investigated; see Burer and Vandenbussche (2006), Povh et al (2006), Wen et al (2010), Zhao et al (2010), andSun et al (2020). There exist several variants of alternating direction augmented Lagrangian methods for solving SDPs; see, for example, Povh et al (2006), Zhao et al (2010), He et al (2014He et al ( , 2016, Oliveira et al (2018), Hu et al (2019), and Hu and Sotirov (2020). A recent method for solving large-scale SDPs that is related to the augmented Lagrangian paradigm is the conditional gradient augmented Lagrangian method (Yurtsever et al 2019;Mai et al 2020a, b).…”
Section: A Cutting-plane Augmented Lagrangian Approachmentioning
confidence: 99%
“…By using Proposition 5 we computed the spanning set of linearizable matrices for the QSPP on tournament graphs, GRID1, GRID2 and PAR-K graphs up to certain size. We refer to Hu and Sotirov (2020) for the definition of these acyclic graphs. We have also computed the spanning set of linearizable matrices for the QAP for n ≤ 9 by brute-force search.…”
Section: The Lbb * Boundmentioning
confidence: 99%
“…Table 1 we shows numerical results for the first level RLT bound v RLT 1 for seven of the mentioned instances. We also compute the strongest semidefinite programming relaxation S D P N L from Hu and Sotirov (2020) for the mentioned instances. Optimal values are provided in the last column of the table . Table 1 shows that v L B B * dominates both v RLT 1 and v S D P N L for all instances.…”
Section: Proofmentioning
confidence: 99%