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.
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