IDEAS home Printed from https://ideas.repec.org/a/spr/jcomop/v27y2014i4d10.1007_s10878-012-9554-z.html
   My bibliography  Save this article

Solving the Multidimensional Assignment Problem by a Cross-Entropy method

Author

Listed:
  • Duc Manh Nguyen

    (National Institute for Applied Sciences (INSA) – Rouen)

  • Hoai An Le Thi

    (University of Lorraine)

  • Tao Pham Dinh

    (National Institute for Applied Sciences (INSA) – Rouen)

Abstract

The Multidimensional Assignment Problem (MAP) is a higher dimensional version of the linear assignment problem, where we find tuples of elements from given sets, such that the total cost of the tuples is minimal. The MAP has many recognized applications such as data association, target tracking, and resource planning. While the linear assignment problem is solvable in polynomial time, the MAP is NP-hard. In this work, we develop a new approach based on the Cross-Entropy (CE) methods for solving the MAP. Exploiting the special structure of the MAP, we propose an appropriate family of discrete distributions on the feasible set of the MAP that allow us to design an efficient and scalable CE algorithm. The efficiency and scalability of our method are proved via several tests on large-scale problems with up to 5 dimensions and 20 elements in each dimension, which is equivalent to a 0–1 linear program with 3.2 millions binary variables and 100 constraints.

Suggested Citation

  • Duc Manh Nguyen & Hoai An Le Thi & Tao Pham Dinh, 2014. "Solving the Multidimensional Assignment Problem by a Cross-Entropy method," Journal of Combinatorial Optimization, Springer, vol. 27(4), pages 808-823, May.
    • Handle: RePEc:spr:jcomop:v:27:y:2014:i:4:d:10.1007_s10878-012-9554-z
    DOI: 10.1007/s10878-012-9554-z
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10878-012-9554-z
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10878-012-9554-z?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Renata M. Aiex & Mauricio G. C. Resende & Panos M. Pardalos & Gerardo Toraldo, 2005. "GRASP with Path Relinking for Three-Index Assignment," INFORMS Journal on Computing, INFORMS, vol. 17(2), pages 224-247, May.
    2. Rubinstein, Reuven Y., 1997. "Optimization of computer simulation models with rare events," European Journal of Operational Research, Elsevier, vol. 99(1), pages 89-112, May.
    3. Egon Balas & Matthew J. Saltzman, 1991. "An Algorithm for the Three-Index Assignment Problem," Operations Research, INFORMS, vol. 39(1), pages 150-161, February.
    4. William P. Pierskalla, 1968. "Letter to the Editor—The Multidimensional Assignment Problem," Operations Research, INFORMS, vol. 16(2), pages 422-431, April.
    5. H-J Bandelt & A Maas & F C R Spieksma, 2004. "Local search heuristics for multi-index assignment problems with decomposable costs," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 55(7), pages 694-704, July.
    6. Eduardo L. Pasiliao, 2010. "Local Neighborhoods for the Multidimensional Assignment Problem," Springer Optimization and Its Applications, in: Michael J. Hirsch & Panos M. Pardalos & Robert Murphey (ed.), Dynamics of Information Systems, chapter 0, pages 353-371, Springer.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Walteros, Jose L. & Vogiatzis, Chrysafis & Pasiliao, Eduardo L. & Pardalos, Panos M., 2014. "Integer programming models for the multidimensional assignment problem with star costs," European Journal of Operational Research, Elsevier, vol. 235(3), pages 553-568.
    2. Don A. Grundel & Pavlo A. Krokhmal & Carlos A. S. Oliveira & Panos M. Pardalos, 2007. "On the number of local minima for the multidimensional assignment problem," Journal of Combinatorial Optimization, Springer, vol. 13(1), pages 1-18, January.
    3. P. Senthil Kumar, 2020. "Developing a New Approach to Solve Solid Assignment Problems Under Intuitionistic Fuzzy Environment," International Journal of Fuzzy System Applications (IJFSA), IGI Global, vol. 9(1), pages 1-34, January.
    4. Renata M. Aiex & Mauricio G. C. Resende & Panos M. Pardalos & Gerardo Toraldo, 2005. "GRASP with Path Relinking for Three-Index Assignment," INFORMS Journal on Computing, INFORMS, vol. 17(2), pages 224-247, May.
    5. Boštjan Gabrovšek & Tina Novak & Janez Povh & Darja Rupnik Poklukar & Janez Žerovnik, 2020. "Multiple Hungarian Method for k -Assignment Problem," Mathematics, MDPI, vol. 8(11), pages 1-18, November.
    6. P. Senthil Kumar, 2020. "Algorithms for solving the optimization problems using fuzzy and intuitionistic fuzzy set," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 11(1), pages 189-222, February.
    7. Alla Kammerdiner & Alexander Semenov & Eduardo L. Pasiliao, 2022. "Multidimensional Assignment Problem for Multipartite Entity Resolution," Journal of Global Optimization, Springer, vol. 84(2), pages 491-523, October.
    8. Krokhmal, Pavlo A. & Pardalos, Panos M., 2009. "Random assignment problems," European Journal of Operational Research, Elsevier, vol. 194(1), pages 1-17, April.
    9. Kim, Bum-Jin & Hightower, William L. & Hahn, Peter M. & Zhu, Yi-Rong & Sun, Lu, 2010. "Lower bounds for the axial three-index assignment problem," European Journal of Operational Research, Elsevier, vol. 202(3), pages 654-668, May.
    10. Mattrand, C. & Bourinet, J.-M., 2014. "The cross-entropy method for reliability assessment of cracked structures subjected to random Markovian loads," Reliability Engineering and System Safety, Elsevier, vol. 123(C), pages 171-182.
    11. Kin-Ping Hui, 2011. "Cooperative Cross-Entropy method for generating entangled networks," Annals of Operations Research, Springer, vol. 189(1), pages 205-214, September.
    12. Mathieu Balesdent & Jérôme Morio & Loïc Brevault, 2016. "Rare Event Probability Estimation in the Presence of Epistemic Uncertainty on Input Probability Distribution Parameters," Methodology and Computing in Applied Probability, Springer, vol. 18(1), pages 197-216, March.
    13. Kyriakakis, Nikolaos A. & Marinaki, Magdalene & Matsatsinis, Nikolaos & Marinakis, Yannis, 2022. "A cumulative unmanned aerial vehicle routing problem approach for humanitarian coverage path planning," European Journal of Operational Research, Elsevier, vol. 300(3), pages 992-1004.
    14. K.-P. Hui & N. Bean & M. Kraetzl & Dirk Kroese, 2005. "The Cross-Entropy Method for Network Reliability Estimation," Annals of Operations Research, Springer, vol. 134(1), pages 101-118, February.
    15. Mohammad Hassan Salmani & Kourosh Eshghi, 2017. "A Metaheuristic Algorithm Based on Chemotherapy Science: CSA," Journal of Optimization, Hindawi, vol. 2017, pages 1-13, February.
    16. Patelli, Edoardo & Feng, Geng & Coolen, Frank P.A. & Coolen-Maturi, Tahani, 2017. "Simulation methods for system reliability using the survival signature," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 327-337.
    17. Saranya, K. & Prasanna, P. Krishna, 2018. "Estimating stochastic volatility with jumps and asymmetry in Asian markets," Finance Research Letters, Elsevier, vol. 25(C), pages 145-153.
    18. Chrysafis Vogiatzis & Eduardo Pasiliao & Panos Pardalos, 2014. "Graph partitions for the multidimensional assignment problem," Computational Optimization and Applications, Springer, vol. 58(1), pages 205-224, May.
    19. B. I. Goldengorin & D. S. Malyshev & P. M. Pardalos & V. A. Zamaraev, 2015. "A tolerance-based heuristic approach for the weighted independent set problem," Journal of Combinatorial Optimization, Springer, vol. 29(2), pages 433-450, February.
    20. Fahimnia, Behnam & Sarkis, Joseph & Eshragh, Ali, 2015. "A tradeoff model for green supply chain planning:A leanness-versus-greenness analysis," Omega, Elsevier, vol. 54(C), pages 173-190.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jcomop:v:27:y:2014:i:4:d:10.1007_s10878-012-9554-z. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.