On optimality of a polynomial algorithm for random linear multidimensional assignment problem

On optimality of a polynomial algorithm for random linear multidimensional assignment problem

0.00 Avg rating0 Votes
Article ID: iaor20111474
Volume: 5
Issue: 1
Start Page Number: 153
End Page Number: 164
Publication Date: Feb 2011
Journal: Optimization Letters
Authors:
Keywords: programming: assignment
Abstract:

We demonstrate that the linear multidimensional assignment problem with iid random costs is polynomially ϵ‐approximable almost surely (a.s.) via a simple greedy heuristic, for a broad range of probability distributions of the assignment costs. Specifically, conditions on discrete and continuous distributions of the cost coefficients, including distributions with unbounded support, have been established that guarantee convergence to unity in the a.s. sense of the cost ratio between the greedy solution and optimal solution. The corresponding convergence rates have been determined.

Reviews

Required fields are marked *. Your email address will not be published.