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optimization: multiple assignment problem

3 messages · Jean-Francois Chevalier, Simon Zehnder, Hans W Borchers

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It would be more clear if you tell, what you want to do instead of what you do not want to do. 

If you start with a usual cost matrix (whatever cost function you have) and you have to assign N to N this reduces to the well-known Munkre?s algorithm (see for example: http://gallery.rcpp.org/articles/minimal-assignment/). If you have to assign M to N, it is an extended version of the Munkre?s algorithm which has been covered by Bourgeois and Lassalle (1971). All this is graph theory. 

Best 

Simon
On 14 Nov 2013, at 19:24, Jean-Francois Chevalier <Jean-Francois.Chevalier at bisnode.com> wrote:

            
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Jean-Francois Chevalier <Jean-Francois.Chevalier <at> bisnode.com> writes:
You have already given the answer yourself. You have binary variables x(j, i),
you need to set up the inequalities, and then apply one of the mixed-integer
linear programming solvers in R, for instance 'lpSolve', 'Rglpk', 'Rsymphony'.

Setting up the inequalities may be slightly involved. You have not provided
reproducible code, so no concrete answer possible.

Hans Werner