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Assignment Problem: Hungarian Algorithm and Linear Programming collected from the Internet and edited by Longin Jan Lat

Assignment Problem: Hungarian Algorithm and Linear Programming collected from the Internet and edited by Longin Jan Latecki. Introduction to Assignment Problem.

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Assignment Problem: Hungarian Algorithm and Linear Programming collected from the Internet and edited by Longin Jan Lat

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  1. Assignment Problem:Hungarian Algorithm and Linear Programmingcollected from the Internet and edited byLongin Jan Latecki

  2. Introduction to Assignment Problem Let C be an nxnmatrix representing the costs of each of n workers to perform any of n jobs.  The assignment problem is to assign jobs to workers so as to minimize the total cost. Since each worker can perform only one job and each job can be assigned to only one worker the assignments constitute an independent set of the matrix C. An arbitrary assignment is shown above in which worker a is assigned job q, worker b is assigned job s and so on.  The total cost of this assignment is 23.  Can you find a lower cost assignment? Can you find the minimal cost assignment? Remember that each assignment must be unique in its row and column.

  3. Assignment Problem • An assignment problem seeks to minimize the total cost assignment of m workers to m jobs, given that the cost of worker i performing job j is cij. • It assumes all workers are assigned and each job is performed. • An assignment problem is a special case of a transportation problem in which all supplies and all demands are equal to 1; hence assignment problems may be solved as linear programs. • The network representation of an assignment problem with three workers and three jobs is shown on the next slide.

  4. Assignment Problem • Network Representation c11 1 1 c12 c13 c21 c22 2 2 c23 c32 c31 3 3 c33 WORKERS JOBS

  5. Assignment Problem • Linear Programming Formulation Min SScijxij i j s.t. Sxij = 1 for each resource (row) i j Sxij = 1 for each job (column) j i xij = 0 or 1 for all i and j. • Note: A modification to the right-hand side of the first constraint set can be made if a worker is permitted to work more than 1 job.

  6. Linear Programming (LP) problems can be solved on the computer using Matlab, and many others. • There are special classes of LP problems such as the assignment problem (AP). • Efficient solutions methods exist to solve AP. • AP can be formulated as an LP and solved by general purpose LP codes. • However, there are many computer packages, which contain separate computer codes for these models which take advantage of the problem network structure.

  7. A brute-force algorithm for solving the assignment problem involves generating all independent sets of the matrix C, computing the total costs of each assignment and a search of all assignment to find a minimal-sum independent set. The complexity of this method is driven by the number of independent assignments possible in an nxnmatrix. There are n choices for the first assignment, n-1 choices for the second assignment and so on, giving n! possible assignment sets. Therefore, this approach has, at least, an exponential runtime complexity. As each assignment is chosen that row and column are eliminated from consideration.  The question is raised as to whether there is a better algorithm.  In fact there exists a polynomial runtime complexity algorithm.

  8. From en.wikipedia.org/wiki/Hungarian_algorithm The Hungarian method is a combinatorial optimization algorithm which solves the assignment problem in polynomial time. It was developed and published by Harold Kuhn in 1955, who gave the name "Hungarian method" because the algorithm was largely based on the earlier works of two Hungarian mathematicians: Dénes Kőnig and Jenő Egerváry. James Munkres reviewed the algorithm in 1957 and observed that it is (strongly) polynomial. Since then the algorithm has been known also as Kuhn-Munkres or Munkres assignment algorithm. The time complexity of the original algorithm was O(n4), however later it was noticed that it can be modified to achieve an O(n3) running time. In 2006, it was discovered that Carl Gustav Jacobi had solved the assignment problem in the 19th century, and published posthumously in 1890 in Latin.

  9. Hungarian Method • The Hungarian method solves minimization assignment problems with m workers and m jobs. • Special considerations can include: • number of workers does not equal the number of jobs — add dummy workers/jobs with 0 assignment costs as needed • worker i cannot do job j — assign cij = +M • maximization objective — create an opportunity loss matrix subtracting all profits for each job from the maximum profit for that job before beginning the Hungarian method

  10. Hungarian Method • Step 1: For each row, subtract the minimum number in that row from all numbers in that row. • Step 2: For each column, subtract the minimum number in that column from all numbers in that column. • Step 3: Draw the minimum number of lines to cover all zeroes. If this number = m, STOP — an assignment can be made. • Step 4: Determine the minimum uncovered number (call it d). • Subtract d from uncovered numbers. • Add d to numbers covered by two lines. • Numbers covered by one line remain the same. • Then, GO TO STEP 3.

  11. Hungarian Method • Finding the Minimum Number of Lines and Determining the Optimal Solution • Step 1: Find a row or column with only one unlined zero and circle it. (If all rows/columns have two or more unlined zeroes choose an arbitrary zero.) • Step 2: If the circle is in a row with one zero, draw a line through its column. If the circle is in a column with one zero, draw a line through its row. One approach, when all rows and columns have two or more zeroes, is to draw a line through one with the most zeroes, breaking ties arbitrarily. • Step 3: Repeat step 2 until all circles are lined. If this minimum number of lines equals m, the circles provide the optimal assignment.

  12. Example 1: AP A contractor pays his subcontractors a fixed fee plus mileage for work performed. On a given day the contractor is faced with three electrical jobs associated with various projects. Given below are the distances between the subcontractors and the projects. Project ABC Westside 50 36 16 Subcontractors Federated 28 30 18 Goliath 35 32 20 Universal 25 25 14 How should the contractors be assigned to minimize total costs? Note: There are four subcontractors and three projects. We create a dummy project Dum, which will be assigned to one subcontractor (i.e. that subcontractor will remain idle)

  13. Example 1: AP • Network Representation (note the dummy project) 50 West. A 36 16 0 28 Fed. B 30 18 0 32 35 Gol. C 20 0 25 25 Univ. Dum. 14 0

  14. Example 1: AP • Initial Tableau Setup Since the Hungarian algorithm requires that there be the same number of rows as columns, add a Dummy column so that the first tableau is (the smallest elements in each row are marked red): ABCDummy Westside 50 36 16 0 Federated 28 30 18 0 Goliath 35 32 20 0 Universal 25 25 14 0

  15. Example 1: AP • Step 1: Subtract minimum number in each row from all numbers in that row. Since each row has a zero, we simply generate the original matrix (the smallest elements in each column are marked red). This yields: A B CDummy Westside 50 36 16 0 Federated 28 30 18 0 Goliath 35 32 20 0 Universal 2525140

  16. Example 1: AP • Step 2: Subtract the minimum number in each column from all numbers in the column. For A it is 25, for B it is 25, for C it is 14, for Dummy it is 0. This yields: ABCDummy Westside 25 11 2 0 Federated 3 5 4 0 Goliath 10 7 6 0 Universal 0 0 0 0

  17. Example 1: AP • Step 3: Draw the minimum number of lines to cover all zeroes (called minimum cover). Although one can "eyeball" this minimum, use the following algorithm. If a "remaining" row has only one zero, draw a line through the column. If a remaining column has only one zero in it, draw a line through the row. Since the number of lines that cover all zeros is 2 < 4 (# of rows), the current solution is not optimal. ABCDummy Westside 25 11 2 0 Federated 3 5 4 0 Goliath 10 7 6 0 Universal 0 0 0 0 • Step 4: The minimum uncovered number is 2 (circled).

  18. Example 1: AP • Step 5: Subtract 2 from uncovered numbers; add 2 to all numbers at line intersections; leave all other numbers intact. This gives: ABCDummy Westside 23 9 0 0 Federated 1 3 2 0 Goliath 8 5 4 0 Universal 0 0 0 2

  19. Example 1: AP • Step 3: Draw the minimum number of lines to cover all zeroes. Since 3 (# of lines) < 4 (# of rows), the current solution is not optimal. ABCDummy Westside 23 9 0 0 Federated 1 3 2 0 Goliath 8 5 4 0 Universal 0 0 0 2 • Step 4: The minimum uncovered number is 1 (circled).

  20. Example 1: AP • Step 5: Subtract 1 from uncovered numbers. Add 1 to numbers at intersections. Leave other numbers intact. This gives: ABCDummy Westside 23 9 0 1 Federated 0 2 1 0 Goliath 7 4 3 0 Universal 0 0 0 3

  21. Example 1: AP Find the minimum cover: ABCDummy Westside 23 9 0 1 Federated 0 2 1 0 Goliath 7 4 3 0 Universal 0 0 0 3 • Step 4: The minimum number of lines to cover all 0's is four. Thus, the current solution is optimal (minimum cost) assignment.

  22. Example 1: AP The optimal assignment occurs at locations of zeros such that there is exactly one zero in each row and each column: ABCDummy Westside 23 9 0 1 Federated 0 2 1 0 Goliath 7 4 3 0 Universal 0 0 0 3

  23. Example 1: AP The optimal assignment is (go back to the original table for the distances): SubcontractorProjectDistance Westside C 16 Federated A 28 Universal B 25 Goliath (unassigned) Total Distance = 69 miles

  24. Example 1: AP via LP • In our example the LP formulation is: Min z = 50x11 + 36x12 + 16x13 + 0x14 + 28x21 + 30x22 + 18x23 + 0x24 + 35x31 + 32x32 + 20x33 + 0x34 + + 25x41 + 25x42 + 14x43 + 0x44 s.t. x11 + x12 + x13 + x14 = 1 (row 1) x21 + x22 + x23 + x24 = 1 (row 2) x31 + x32 + x33 + x34 = 1 (row 3) x41 + x42 + x43 + x44 = 1 (row 4) x11 + x21 + x31 + x41 = 1 (column 1) x12 + x22 + x32 + x42 = 1 (column 2) x13 + x23 + x33 + x43 = 1(column 3) x14 + x24 + x34 + x44 = 1(column 4) xij >= 0 for i = 1, 2, 3, 4 and j = 1, 2, 3, 4 (nonnegativity)

  25. Example 1: AP via LP • The solver formulation is:

  26. Example 1: AP via LP • The solver solution is:

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