Fast Core Identification
Abstract
This paper examines the computational complexity of the \emph{Core Identification Problem} (CIP) in one-sided matching markets governed by the Top Trading Cycles (TTC) algorithm. The central contribution is a formal complexity separation: this paper proves that identifying which agents receive a core allocation is strictly easier than computing the full TTC allocation. Specifically, we show that CIP can be solved in time, where is the maximum number of preferences reported per agent, by computing the leading eigenvector of a preference-derived Markov transition matrix via randomized SVD\@. For sparse preference profiles (, as in the NYC school choice where ), this yields an algorithm . This result strictly improves on the complexity of the full TTC allocation (\cite{SabanSethuraman2013}) and matches the information-theoretic lower bound, establishing asymptotic optimality. The method inherits all properties of TTC: Pareto efficiency, individual rationality, and strategy-proofness, and is robust to preference noise for sufficiently large~.
Cite
@article{arxiv.2604.25954,
title = {Fast Core Identification},
author = {Irene Aldridge},
journal= {arXiv preprint arXiv:2604.25954},
year = {2026}
}
Comments
23 pages