A globally convergent Lagrange and barrier function iterative algorithm for the traveling salesman problem.
In this paper a globally convergent Lagrange and barrier function iterative algorithm is proposed for approximating a solution of the traveling salesman problem. The algorithm employs an entropy-type barrier function to deal with nonnegativity constraints and Lagrange multipliers to handle linear equality constraints, and attempts to produce a solution of high quality by generating a minimum point of a barrier problem for a sequence of descending values of the barrier parameter. For any given value of the barrier parameter, the algorithm searches for a minimum point of the barrier problem in a feasible descent direction, which has a desired property that the nonnegativity constraints are always satisfied automatically if the step length is a number between zero and one. At each iteration the feasible descent direction is found by updating Lagrange multipliers with a globally convergent iterative procedure. For any given value of the barrier parameter, the algorithm converges to a stationary point of the barrier problem without any condition on the objective function. Theoretical and numerical results show that the algorithm seems more effective and efficient than the softassign algorithm.
Dang
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Department of Manufacturing Engineering & Engineering Management, City University of Hong Kong, Hong Kong. mecdang@cityu.edu.hl
Xu
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D000465:Algorithms; D019277:Entropy; D008954:Models, Biological