A Lagrange multiplier and Hopfield-type barrier function method for the traveling salesman problem.

Abstract

A Lagrange multiplier and Hopfield-type barrier function method is proposed for approximating a solution of the traveling salesman problem. The method is derived from applications of Lagrange multipliers and a Hopfield-type barrier function 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 method searches for a minimum point of the barrier problem in a feasible descent direction, which has a desired property that lower and upper bounds on variables 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 method converges to a stationary point of the barrier problem without any condition on the objective function. Theoretical and numerical results show that the method seems more effective and efficient than the softassign algorithm.