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An example of the quadratic assignment problem (QAP) is the facility location problem, in which n facilities are assigned, at minimum cost, to n sites. Between each pair of facilities, there is a ...
For the saddle point formulation of the problem, using static condensation, we obtain a quadratic programming problem. We use Gauss-Seidel iterations to approximate the solution of this problem. The ...
Problems of this type are found in many settings ranging from optimal control to maximum likelihood estimation. The NLP procedure provides a number of algorithms for solving this problem that take ...