Sinkhorn Algorithm for Lifted Assignment Problems

Research output: Contribution to journalArticlepeer-review

Abstract

Recently, Sinkhorn's algorithm was applied for approximately solving linear programs emerging from optimal transport very effeciently [M. Cuturi, Advances in Neural Information Processing Systems, 2013, pp. 2292-2300]. This was accomplished by formulating a regularized version of the linear program as a Bregman projection problem onto the polytope of doubly stochastic matrices and then computing the projection using the effecient Sinkhorn algorithm, which is based on alternating closed-form Bregman projections on the larger polytopes of row-stochastic and column-stochastic matrices. In this paper we suggest a generalization of this algorithm for solving a well-known lifted linear program relaxations of the quadratic assignment problem, which is known as the Johnson- Adams (JA) relaxation. First, an effecient algorithm for Bregman projection onto the JA polytope by alternating closed-form Bregman projections onto one-sided local polytopes is devised. The one-sided polytopes can be seen as a high-dimensional, generalized version of the row-/column-stochastic polytopes. Second, a new method for solving the original linear programs using the Bregman projections onto the JA polytope is developed and shown to be more accurate and numerically stable than the standard approach of driving the regularizer to zero. The resulting algorithm is considerably more scalable than standard linear solvers and is able to solve significantly larger linear programs.

Original languageEnglish
Pages (from-to)716-735
Number of pages20
JournalSIAM Journal on Imaging Sciences
Volume12
Issue number2
DOIs
StatePublished - 9 Apr 2019

Keywords

  • Convex relaxations
  • Johnson-Adams
  • Quadratic assignment
  • Shape matching
  • Sherali-Adams
  • Sinkhorn

All Science Journal Classification (ASJC) codes

  • Applied Mathematics
  • General Mathematics

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