Corpus ID: 118221593

Solution of the optimal assignment problem by diagonal scaling algorithms

@article{Sharify2011SolutionOT,
  title={Solution of the optimal assignment problem by diagonal scaling algorithms},
  author={M. Sharify and S. Gaubert and L. Grigori},
  journal={arXiv: Numerical Analysis},
  year={2011}
}
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… Expand

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