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arxiv: 1104.3830 · v2 · pith:5TBER4PKnew · submitted 2011-04-19 · 🧮 math.NA · cs.NA· math.OC

Solution of the optimal assignment problem by diagonal scaling algorithms

classification 🧮 math.NA cs.NAmath.OC
keywords optimalassignmentproblemsolutionalgorithmsallowsentropymaximization
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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.

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