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Critical objective function values in linear sum assignment problems

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Abstract

The linear sum assignment problem has been well studied in combinatorial optimization. Because of the integrality property, it is a linear programming problem with a variety of efficient algorithms to solve it. In the given research, we present a reformulation of the linear sum assignment problem and a Lagrangian relaxation algorithm for its reformulation. An important characteristic of the new Lagrangian relaxation method is that the optimal Lagrangian multiplier yields a critical bottleneck value. Lagrangian relaxation has only one Lagrangian multiplier, which can only take on a limited number of values, making the search for the optimal multiplier easy. The interpretation of the optimal Lagrangian parameter is that its value is equal to the price that must be paid for all objects in the problem to be assigned.

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Authors and Affiliations

  1. Norwegian School of Economics, Helleveien 30, 5045, Bergen, Norway

    Ivan Belik & Kurt Jornsten

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  1. Ivan Belik
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  2. Kurt Jornsten
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Correspondence to Ivan Belik.

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Belik, I., Jornsten, K. Critical objective function values in linear sum assignment problems. J Comb Optim 35, 842–852 (2018). https://doi.org/10.1007/s10878-017-0240-z

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  • DOI: https://doi.org/10.1007/s10878-017-0240-z

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