English

Solution of the optimal assignment problem by diagonal scaling algorithms

Numerical Analysis 2013-11-05 v2 Optimization and Control

Abstract

We show that a solution of the optimal assignment problem can be obtained as the limit of the solution of an entropy maximization problem, as a deformation parameter tends to infinity. This allows us to apply entropy maximization algorithms to the optimal assignment problem. In particular, the Sinkhorn algorithm leads to a parallelizable method, which can be used as a preprocessing to handle large dense optimal assignment problems. This parallel preprocessing allows one to delete entries which do not belong to optimal permutations, leading to a reduced instance which becomes solvable with limited memory requirements.

Keywords

Cite

@article{arxiv.1104.3830,
  title  = {Solution of the optimal assignment problem by diagonal scaling algorithms},
  author = {Meisam Sharify and Stéphane Gaubert and Laura Grigori},
  journal= {arXiv preprint arXiv:1104.3830},
  year   = {2013}
}

Comments

24 pages

R2 v1 2026-06-21T17:56:20.970Z