%*************** LaTeX File From Hao, Start Here ********************
%\documentstyle{dimacs-l}
\documentstyle[twoside]{article}  % must be first line
\textwidth      	122mm
\textheight		195mm
\headsep                20pt
%\topmargin        	-0.3in
\pagestyle{myheadings}
\markboth{{\sc Hao and Kocur}}{{\sc Shortest Augmenting Path Assignment Algorithm}}
\def\hf{\hfill}
\def\bull{\quad{\vrule height 1.6ex width 0.9ex depth 0.0ex}\vskip .1in}
\def\proof{\vskip .1in\noindent {\sl Proof.}\quad}
\def\eg{{\rm e.g.}}
\def\ie{{\rm i.e.}}
\def\el{{\rm et al.}}
\newcommand{\Drawing}[3]{\mbox{\rule{0in}{#3}\special{psfile=#1}\hspace{#2}}}

\begin{document}
\begin{center}
{\large\bf  An Implementation of a Shortest Augmenting Path\\
Algorithm for the Assignment Problem}

\vskip 0.5in

Jianxiu Hao and George Kocur
%\footnote{GTE Laboratories Incorporated,
%40 Sylvan Road, Waltham, MA 02254}
%Email: jh04@gte.com}
\footnotetext[0]{The authors wish to thank the referees for 
several helpful comments.}

\vskip .1in

\vskip .1in
\centerline{August 1991}
\centerline{Revised September 1992}

\end{center}

\vskip .2in
\noindent
\begin{abstract}
We consider the successive shortest
augmenting path approach for solving the assignment problem.
We propose an algorithm, in which we develop a new
initialization procedure and a technique
to compute the shortest augmenting paths by using a 
small subset of the arcs. Computational results show
that our algorithm solves dense assignment problems
efficiently.
\end{abstract}

%\vskip 1.5in
%\noindent Key Words: Assignment problems, shortest paths,
%label-correcting algorithm, bipartite matching.
%\end{titlepage}

\section {Introduction}

The {\it assignment problem} (AP)
 is defined on a bipartite graph $G(N_1, N_2, A)$.
$N_1$ and $N_2$ are sets of {\it right} and {\it left} nodes, also
known as the {\it row} and {\it column} nodes. $A$ is set of arcs which 
connect left and right nodes. Associated with each arc $(u,v)\in A$
there is an integer-valued cost $c_{u,v}$. The objective is to assign
each left node to a right node such that the total assignment cost is 
minimized.

Applications for the AP arise not only in real-world assignment problems,
but also as subproblems in algorithms for other combinatorial optimization
problems such as the quadratic assignment problem, the traveling salesman
problem, crew scheduling and vehicle routing problems (See Ahuja, Magnanti 
and Orlin \cite{orl1}). 

The literature devoted to the assignment problem
is very rich. Kuhn \cite{kuh1}
developed the first algorithm for this problem, which is widely
known as the {\it Hungarian algorithm}. The subsequent algorithms for the
AP can be roughly classified into the following three basic
approaches: the {\it primal-dual approach}, which includes Kuhn \cite{kuh1},
Balinski and Gomory \cite{bal1}, Engquist \cite{eng1}, 
Bertsekas \cite{ber1} and Glover et al. \cite{glo1};
the {\it dual simplex approach}, which includes Weintraub and Barahona
\cite{wei1}, Hung and Rom \cite{hun2}, Balinski \cite{bal2},
Goldfarb \cite{gol1} and Akgul \cite{akg2};
and the {\it primal simplex approach}, which includes Barr et al. \cite{bar1},
Roohy-Laleh \cite{roo1}, Hung \cite{hun1}, Akgul \cite{akg1} and
Orlin \cite{orl2}.

Ahuja, Magnanti and Orlin \cite{orl1} have noted that, in general,
the algorithms based on the primal-dual and dual simplex approaches have
better running times in the worst case, while implementations
based on the primal-dual, successive shortest augmenting path (SSAP)
algorithms tend to be the most efficient approach  in average case. The SSAP
implementations of Glover et al. \cite{glo1} and 
Jonker and Volgenant \cite{jon1}
seem to be the fastest to date. Glover et al.
use a threshold shortest
path algorithm while Jonker and Volgenant
use a label-setting algorithm.

The SSAP solves the assignment problem in stages. Each stage is
a {\it shortest path augmentation} which consists
of two fundamental steps. The first step is to find
{\it shortest augmenting paths} from a subset of left nodes to a
subset of right nodes. Here the subset of nodes are {\it unmatched}
or {\it free} nodes. The second step, often called the
{\it flow augmentation} step, consists of matching and unmatching arcs
on the shortest augmenting path(s) found in the first step. 
Here {\it an augmenting path}
from a node $u$ to another node $v$ in the network
is a simple path such that forward arcs
on this path are {\it free} and backward arcs are {\it matched }. 
An augmenting cycle is an augmenting
path such that the starting node is the same as the end node. The cost
of an augmenting path (cycle) is the sum of costs of forward arcs minus the
sum of costs of backwards arcs on the path (cycle). If the cost
of an augmenting cycle is negative, then we call it {\it a negative
augmenting cycle}. If the cost of an augmenting path from a node
$u$ to another node $v$ is the minimum among all the augmenting paths from
$u$ to $v$, then we call it the shortest augmenting path from $u$ to $v$.
Note that if the direction of all backward arcs on an augmenting path 
is reversed, then it is a simple directed path.  Hence, finding the 
shortest augmenting paths is equivalent to finding the shortest paths.

One of the main reasons that the SSAP algorithm
for the AP is so successful in practice
is effective initialization.
Jonker and Volgenant \cite{jon1} showed that
their initialization heuristics
match about 90\% of nodes in a full dense network. Shortest
path augmentations are only used to match the remaining 10\% of the nodes.

In this study, we implement a successive shortest
augmenting path algorithm.
We propose a new initialization procedure. We also
propose a technique to compute the shortest augmenting paths using a 
very small subset of the arcs, in which the shortest augmenting
path of the whole network is guaranteed to be contained.
When our algorithm is applied to the dense $n\times n$ assignment problem,
our initialization procedure, which is simpler than others,
also matches a total of about 90\% of the nodes in the network.
Our shortest augmenting path procedure finds the 
shortest augmenting paths by examining only 
$n\log n$ out of a total of $n^2$ arcs on the average.
The algorithm solves 
the $n\times n$ dense assignment problems in a empirical running
time proportional
to something between $n^2$ and $n^2\log n$.
However, for sparse networks, our implementation is not
as efficient as Jonker and Volgenant's. One of the main reasons is
that our initialization is, though still efficient, not
as effective as theirs.
We note that an efficient algorithm that solves
the dense assignment problem is very important
for solving large real TSP problems using the assignment relaxation
method.

\section{ The Initialization Phase}

We present a different initialization method
which consists of two steps.
In step 1 {\it row} and {\it column reductions} are performed.
The costs of all arcs connected
to a left node or a right node are decreased (increased) by the same
amount so all costs are greater than or equal to
zero, and so there is at least one arc with cost exactly zero
 connecting each left node and each right node. 
Then a bipartite matching is found in the zero cost arcs. We use
a bipartite matching algorithm developed by Chang and McCormick
\cite{jon1}, which is very efficient. 
The overall time spent on solving the bipartite matching
problems is negligible.
Step 1 consists essentially of shortest path
augmentations, however, all paths consist of one arc and
have zero cost.
Experimental results show that this matches more than 
80\% of the nodes in a dense network. 
Step 1 of the initialization phase is as follows:

\noindent {\bf Procedure Step1}

\begin{enumerate}
{\small\it
\item For each left node $u\in N_1$: 
let $\delta_u
=\min \{ c_{u,v}|(u,v)\in A\}$; set $c_{u,v} \leftarrow c_{u,v} - \delta_u$,
$\forall (u,v)\in A$.

\item For each right node $v\in N_2$: 
let $\delta_v
=\min \{ c_{u,v}|(u,v)\in A\}$; set $c_{u,v} \leftarrow c_{u,v} - \delta_v$,
$\forall (u,v)\in A$.

\item Find a maximum matching in $(N_1,N_2,\bar A)$, where
$\bar A =\{(u,v)|c_{u,v} = 0\ and\ (u,v)\in A\}$.
}
\end{enumerate}
\vskip 5pt

Step 2 of the initialization phase is to make more zero cost
paths from free left nodes to free right nodes by adjusting the costs
of arcs. Then the matching algorithm is used to make more assignments.

The left and right nodes are partitioned into four groups: {\it Free}
nodes (F), {\it Zero} nodes (Z), {\it Matched-Zero} nodes (MZ) and
{\it Remaining} nodes (R).  A node is in F if it is not assigned to
any node. A node is in Z if it is connected to at least one node in F
by a zero cost arc. A node is in MZ if it is matched to one of the
nodes in Z. R contains all the remaining nodes.  Note that these four
sets of nodes are mutually exclusive.

\begin{figure}[htb]
{\Drawing{hao-fig.ps}{14cm}{4.5cm}}
\caption{\label{figg1}Node partitions }
\end{figure}

This node partition has several interesting properties:

\begin{enumerate}

\item The number of nodes in left F equals that in the right F and
the number of nodes in left R equals that in the right R

\item The number of nodes in left Z equals that in the right MZ and
the number of nodes in right Z equals that in the left MZ

\item All zero cost arcs out of left F connect to right Z and
all zero cost arcs out of right F connect to left Z

\item No zero cost arcs connect left MZ to right MZ

\end{enumerate}

In step 2 of the initialization,
operations on MZ and F are used to further reduce costs.
For each node $i$ in left MZ, the maximum amount is subtracted from
the costs of arcs connecting to $i$ such that the new costs are greater than
or equal to zero, except for the matched arc.  Then the cost of all
arcs connecting to the node's matched node in Z is increased by the
same amount such that the new cost of the matched arc is still zero.

A similar operation is then applied to each node in right MZ.

Finally, for each node $i$ in right F and left F, the maximum amount
is subtracted from the cost of arcs connecting to $i$ so the new costs
of arcs are greater than or equal to zero. This ensures that each node
in F will still have at least one zero cost arc connecting to it.

The maximum bipartite matching algorithm is then used to find more
matches in the new subnetwork of zero cost arcs.

The heuristic in step 2 will probably produce some zero cost
augmenting paths with length either one or three. Augmenting paths
with length one will consist of new zero cost arcs connecting nodes in
left F and nodes in right F.

Augmenting paths with length three will consist of new zero cost paths
which indirectly connect nodes in left F with nodes in right F.  These
includes paths from: F-MZ-Z-F, F-Z-MZ-F and F-R-R-F.  This step may
also produce some zero cost augmenting paths with length greater than
3 and it is also possible that this step may not produce any new zero
cost augmenting paths.

\vskip 5pt
\noindent {\bf Procedure Step2}

\begin{enumerate}
{\small\it

\item For each node u in the left MZ: 
let v be the right node to which u is matched and 
$\delta_u =\min \{ c_{u,j}|(u,j)\in A, j\not= v\}$, 
set $c_{u,j} \leftarrow c_{u,j} - \delta_u$, $\forall (u,j)\in A$ and
$c_{i,v} \leftarrow c_{i,v} + \delta_u$, $\forall (i,v)\in A$.

\item For each node v in the right MZ: 
let u be the left node to which v is matched and 
$\delta_v =\min \{ c_{i,v}|(i,v)\in A, i\not= u\}$, 
set $c_{i,v} \leftarrow c_{i,v} - \delta_v$, $\forall (i,v)\in A$ and
$c_{u,j} \leftarrow c_{u,j} + \delta_v$, $\forall (u,j)\in A$.

\item For each node $u$ in the left F: 
let $\delta_u
=\min \{ c_{u,v}|(u,v)\in A\}$, set $c_{u,v} \leftarrow c_{u,v} - \delta_u$,
$\forall (u,v)\in A$.

\item For each node $v$ in the right F: 
let $\delta_v
=\min \{ c_{u,v}|(u,v)\in A\}$, set $c_{u,v} \leftarrow c_{u,v} - \delta_v$,
$\forall (u,v)\in A$.


\item Find a maximum matching in $(N_1,N_2,\bar A)$, where
$\bar A =\{(u,v)|c_{u,v} = 0\ and\ (u,v)\in A\}$.
}
\end{enumerate}
\vskip 5pt

Our computational experiments indicate the heuristic used in step 2
will match about another 10\% of the nodes in a random dense bipartite
graph, resulting in a total of 90\% of the nodes being matched during
the initialization stage. The following table shows the computational
results on random dense assignment problems with large cost range(1-100,000).


%---------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rr|rr|} \hline
 Problem & \multicolumn{2}{c|}{DHK}& \multicolumn{2}{c|}{DJV}\\
&After-Step1 &After-Step2 &After-Step1 &After-Step2\\ \hline
128x128& 25& 15& 47& 1\\ 
256x256& 49& 29& 93& 3\\ 
512x512& 98& 58& 190& 7\\ 
1024x1024& 197& 117& 374& 18\\ 
2048x2048& 389& 233& 755& 47\\ \hline
\end{tabular}
}

\vskip 2pt
{Table 1. Free Node-pairs for Assign-Xhi-Degree Network}
\vskip 5pt

Here DHK (SHK) is our shortest augmenting path algorithm for dense (sparse)
network and DJV (SJV) is the Jonker and Volgenant's algorithm for dense 
(sparse) network. For more detailed definitions on the algorithms and problems,
see section 4.

On random dense assignment problems with small cost range, 
our initialization procedures perform
even better; the following table is for the random dense problem instances
with cost range (1-100).


%------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rr|rr|} \hline
 Problem & \multicolumn{2}{c|}{DHK}& \multicolumn{2}{c|}{DJV}\\
&After-Step1 &After-Step2 &After-Step1 &After-Step2\\ \hline
128x128& 16& 9& 51& 10\\ 
256x256& 11& 7& 115& 27\\ 
512x512& 1& 0& 295& 96\\ 
1024x1024& 0& 0& 731& 382\\ 
2048x2048& 0& 0& 1691& 1215\\ \hline
\end{tabular}
}

\vskip 2pt
{Table 2. Free Node-pairs for Assign-Xhi-Degree-Lo-Cost Network}
\vskip 5pt

We note that the
initialization procedures of Jonker and Volgenant are performing better
on the random instances with large cost range than those with small
cost range. This is consistent with what is reported in \cite{jon1}. We
also note that their procedures achieve more matches than ours. But,
for dense problems with small cost range, ours are better than theirs.

On random sparse assignment problems, for both small cost range and
large cost range, our initialization procedures also
achieve about a total of 90\% of the matches. 


%---------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rr|rr|} \hline
 Problem & \multicolumn{2}{c|}{SHK}& \multicolumn{2}{c|}{SJV}\\
Nodes(Arcs)&After-Step1 &After-Step2 &After-Step1 &After-Step2\\ \hline
512(4608)& 45& 27& 90& 10\\ 
1024(10240)& 91& 54& 185& 25\\ 
2048(22528)& 180& 106& 371& 48\\ 
4096(49152)& 361& 213& 737& 102\\ 
8192(106496)& 720& 421& 1,485& 208\\ 
16384(229376)& 1,424& 844& 2,970& 429\\ \hline
\end{tabular}
}

\vskip 2pt
{Table 3. Free Node-pairs for Assign-Lo-Cost Network}
\vskip 5pt

%---------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rr|rr|} \hline
 Problem & \multicolumn{2}{c|}{SHK}& \multicolumn{2}{c|}{SJV}\\
Nodes(Arcs)&After-Step1 &After-Step2 &After-Step1 &After-Step2\\ \hline
512(4608)& 50& 30& 90& 0\\ 
1024(10240)& 96& 58& 184& 0\\ 
2048(22528)& 195& 116& 367& 0\\ 
4096(49152)& 391& 232& 733& 0\\ 
8192(106496)& 783& 463& 1481& 1\\ 
16384(229376)& 1567& 922& 2957& 2\\ \hline
\end{tabular}
}

\vskip 2pt
{Table 4. Free Node-pairs for Assign-High-Cost Network}
\vskip 5pt

However, the performance of our initialization procedures are 
not as good on the geometric-matching problems.
The geometric-matching problem instances are converted from the 2-dimensional
random points matching problem instances. 
Half the points are red and half blue, arcs 
connect red points to blue, and arc costs correspond to Euclidean
distances.
About 80\% of the nodes in those problem instances
get matched by the procedures.

%------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rr|rr|} \hline
 Problem & \multicolumn{2}{c|}{DHK}& \multicolumn{2}{c|}{DJV}\\
&After-Step1 &After-Step2 &After-Step1 &After-Step2\\ \hline
128x128& 36& 26& 53& 11\\ 
256x256& 71& 51& 107& 22\\ 
512x512& 141& 101& 214& 47\\ 
1024x1024& 282& 194& 424& 96\\ \hline
\end{tabular}
}

\vskip 2pt
{Table 5. Free Node-pairs for Assign-Geometric Network}
\vskip 5pt

Two-cost random assignment problem is an sparse assignment
problem with two costs either 100 or 100,000,000. See Section 4,
for more details on how the problem instances are generated.
For the two-cost random assignment problem instances, our initialization
procedures solve the problem completely. In fact, procedure Step 1 of the 
initialization is enough.

%---------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rr|rr|} \hline
 Problem & \multicolumn{2}{c|}{SHK}& \multicolumn{2}{c|}{SJV}\\
Nodes(Arcs)&After-Step1 &After-Step2 &After-Step1 &After-Step2\\ \hline
512(4608)& 0& 0& 179& 44\\  
1024(10240)& 0& 0& 360& 93\\ 
2048(22528)& 0& 0& 740& 186\\ 
4096(49152)& 0& 0& 1514& 375\\ 
8192(106496)& 0& 0& 3089& 758\\ 
16384(229376)& 0& 0& 6274& 1523\\ \hline
\end{tabular}
}

\vskip 2pt
{Table 6. Free Node-pairs for Assign-Two-Cost Network}
\vskip 5pt

The following proposition shows that Procedures Step1 and Step2 are valid.

\noindent{\bf Proposition 1.} If there is a feasible solution to the
AP, then
the optimal assignment will not change if the costs of all arcs connecting
to a left(right) node are changed by the same amount.
\bull

\section{ Shortest Path Augmentation Phase}

To solve the assignment problem by the SSAP algorithm, we introduce an
artificial node $s$. Artificial arcs of cost zero are added connecting
$s$ to those nodes in left F which are unmatched after the
initialization phase. 

The SSAP algorithm for the assignment problem is a primal-dual
approach in which dual feasibility is always maintained so there is no
negative augmenting cycle in the solution.  This means that the 
shortest augmenting paths could be found in a polynomial time. We use
a label-correcting shortest path algorithm since it is more efficient
than the label-setting algorithm for sparse networks \cite{orl1}. As
we have shown from our computational results on random dense networks
in the last section, when the input network is dense, 
a sparse subnetwork could be identified for the shortest path calculations.
The algorithm used in this implementation
is essentially a Bellman-Ford's algorithm 
\cite{bel1} \cite{for1}
using a list array to store the candidate nodes whose out-arcs
are eligible to be scanned in the next stage. This would
reduce the unnecessary scan of nodes and their out-arcs if 
their labels are not reduced since the last scan.

Since the costs of arcs can
be negative in the label-correcting shortest path algorithm, the
reduced costs of arcs need not be updated after each shortest path
augmentation. Instead we use the final costs from our initialization
phase in the shortest path calculations.  This is another advantage of
the label-correcting algorithm.

To simplify proofs as well as the algorithm, we define a residual
network where the directions of all matched arcs are reversed and the
costs of these arcs are equal to the negative of their original
values.  We will also remove artificial arcs connecting to node $s$
where the left node adjacent to the arc is no longer a free left node.
The directions and costs of unmatched arcs remain unchanged.
In the residual network, an augmenting path (augmenting cycle) in the
original network corresponds to a directed path (directed cycle) in
the residual network.

For a given dual feasible flow, shortest paths from $s$ to all other
nodes in the network are found using the shortest path
algorithm.
A free right node is chosen with the smallest shortest path
label among all free right nodes. This shortest path (not counting the
artificial arc) is called an {\it augmentation path}.

The augmentation path contains either one arc connecting a free left
node to the free right node, or contains an alternating sequence of
matched and unmatched arcs starting from a free left node and ending
with a free right node. An augmentation is performed along the
augmentation path by pushing one unit of flow from the free left node
to the free right node along this augmentation path. Equivalently, all
the unmatched arcs are changed into matched arcs and all the matched
arcs are changed into unmatched arcs along the augmentation path.

We must now show that the new flow is still dual feasible after the
shortest path augmentation.

\noindent{\bf Lemma 1:} A shortest path augmentation on a dual
feasible flow produces another dual feasible flow.

\proof A flow is dual feasible if and only if it contains no negative
augmenting cycle with respect to it. Hence showing that the new flow
is dual feasible is equivalent to showing that there is no negative
augmenting cycle after the shortest path augmentation.

Since we reverse the direction of an arc if it is matched, an
augmenting cycle is a directed cycle.  Then to show there is no
negative augmenting cycle, we can show that there are no negative
directed cycles.

Let $\pi_u$ be the shortest path label of node $u$ before the
augmentation and $\bar c_{u,v} = \pi_u +c_{u,v} - \pi_v\geq 0$ (the
reduced cost of arc $(u,v)$ before the augmentation) for all arcs
$(u,v)\in A$.

We know $\bar c_{u,v} = 0$ for all arcs $(u,v)$ on the augmentation
path. After the augmentation, the directions of arcs on the
augmentation path are reversed while the directions of arcs not on the
augmentation path remain unchanged. Since there were no directed
negative cycles before augmentation, and since $\bar c_{u,v}\geq 0 $
for all arcs $(u,v)\in A$, there is no negative directed cycle with
respect to $\bar c$ after the augmentation.  \bull

Before continuing to the shortest path augmentation procedure that
produces an optimal assignment, we prove another lemma:

\noindent {\bf Lemma 2:} Let $\pi^i$ and $\pi^{i+1}$ be the shortest
path labels of stage $i$ and stage $i+1$ , then $\pi^{i+1}_t \geq
\pi^i_t$ for all nodes $t$ in the network.

\proof There are two cases:
\begin{enumerate}

\item The shortest path from $s$ to $t$ in stage $i+1$ contains no
arcs which are in the augmentation path of stage $i$.

\item The shortest path from $s$ to $t$ in stage $i+1$ contains some
arcs which are in the augmentation path of stage $i$.

\end{enumerate}

In case 1, $\pi^{i+1}_t \geq \pi^i_t$ since the shortest augmenting
path in stage $i+1$ is also a valid augmenting path in stage $i$.

In case 2, let $\ell^i(u,v)$ and $\ell^{i+1}(u,v)$ denote the shortest
path cost from node $u$ to node $v$ in stages $i$ and $i+1$,
respectively. Clearly $\ell^i(s,t) = \pi^i_t$.  Let the shortest
augmenting path from $s$ to $t$ in stage $i+1$ be
$s,...,v_1,u_1,...,v_2,u_2, ....., v_p,u_p,...,t$, where $(u_k,v_k)$,
$k =1,2, .... p$ is an arc on the augmentation path in stage $i$.  We
first show that $\ell^i(s,u_p)\leq \ell^{i+1}(s,u_p)$ by induction.

Since arc $(u_1,v_1)$ is on the shortest augmentation path in stage
$i$, we have $\ell^i(s,u_1)\leq \ell^i(s,v_1) - c_{u_1,v_1} =
\ell^{i+1}(s,u_1)$.  Suppose $\ell^i(s,u_{p-1})\leq
\ell^{i+1}(s,u_{p-1})$. Then:

\begin{tabular}{ll}
$\ell^i(s,u_p)$&$\leq \ell^i(s,v_p) - c_{u_p,v_p}$\\
&$\leq \ell^i(s,u_{p-1}) + \ell^i(u_{p-1},v_p) - c_{u_p,v_p}$\\
&$\leq \ell^{i+1}(s,u_{p-1}) + \ell^{i+1}(u_{p-1},v_p) - c_{u_p,v_p}$\\
&$= \ell^{i+1}(s,u_p)$\\
\end{tabular}

\noindent
The first inequality follows from the fact that arc $(u_p,v_p)$ is on
the shortest augmentation path at stage $i$, the second inequality
follows from the triangle inequality for shortest path labels, and the
last inequality follows from our induction assumption.  Hence $\pi^i_t
= \ell^i(s,t) \leq \ell^i(s,u_p) + \ell^i(u_p,t)$ $\leq
\ell^{i+1}(s,u_p) + \ell^{i+1}(u_p,t)$ $= \ell^{i+1}(s,t)=
\pi^{i+1}_t$.  \bull

\vskip 5pt
\noindent {\bf Procedure Short-Path-Augmentation (SPA)}

{\it 

Input: A partial matching such that all matched arcs' costs are equal
to zero and unmatched arcs' costs are greater than or equal to zero.

Output: An optimal assignment.

\begin{enumerate}

\item Define threshold costs thresh[1], thresh[2], thresh[3] and
thresh[4], where thresh[4] is set to infinity. Construct an initial
subnetwork $\bar G =(N_1,N_2,\bar A)$ of good arcs with $\bar A =\{
(u,v)$ $\in A|\pi^o_u + c_{u,v} \leq thresh[1]\}$, where $\pi^o$ is
the set of initial shortest path labels.  Add an artificial node $s$
and arcs from s to the free left nodes to $\bar G$ and set the costs
of the artificial arcs to zero.  Reverse the directions of matched
arcs.  Set $thresh\_label[v]$ $\leftarrow thresh[1]$ for all nodes
$v\in N_2$.  Set stage i = 0;

\item Find shortest paths from s to all nodes in the network
$(N_1,N_2,\bar A)$ and let $\pi^i$ be the shortest path labels. If
$\pi^i_v \leq thresh\_label[v]$ for all $v\in N_2$ go to (4).
Otherwise go to (3).

\item For each right node $v$ such that $\pi^i_v > thresh\_label[v]$,
set $thresh\_label[v]\leftarrow thresh[k]$ such that $thresh[k] >
\pi^i_v$ and $\bar A \leftarrow \bar A \cup \{(u,v)\}$ for all
$(u,v)\in A$ and $\pi^i_u + c_{u,v} \leq thresh\_label[v]$. Go to (2).

\item Let $t\in N_2$ be the right node with the minimum shortest path
label among all the free right nodes and let $P$ be the shortest path
from s to t.  For all arcs $a$ in $P$, if $a$ is marked matched, mark
it unmatched; if $a$ is marked unmatched, mark it matched. Reverse the
direction of arc $a$ and set the cost $c_{u,v} = - c_{u,v}$ for arc
$a$. If all nodes are matched, stop. Otherwise set $i \leftarrow i + 1$ and
go to (2).

\end{enumerate}
}

\vskip 2pt
\noindent {\bf Theorem 1:} Procedure SPA produces an optimal
assignment.

\proof Lemma 1 shows that the flow is always dual feasible if the
augmentation is made along a shortest augmenting path. Then when all
nodes are matched, we have a solution which is both primal and dual
feasible.  Therefore, we only need to show that the shortest
augmentation path produced using the good arcs is indeed the shortest
augmentation path in the original network.

For this purpose we need to show that those arcs which are not in the
set of good arcs will not be on the shortest augmenting paths
immediately before the execution of step (4). In other words, $\pi^h_u
+ c_{u,v} \geq \pi^h_v$ at stage $h$ for all arcs $(u,v)$ not in the
set of good arcs.

If the last time that arc $(u,v)$ is examined ( in step (1) or step
(3)) was in stage $j$ with $j\leq h$ and $\pi^j_u + c_{u,v} >
thresh\_label[v]$, then this arc $(u,v)$ is not in the set of good
arcs at stage $h$. We have $\pi^h_u + c_{u,v} \geq \pi^j_u + c_{u,v} >
thresh\_label[v]\geq \pi^h_v$, where the first inequality follows from
Lemma 2 and last inequality follows from step (2) of the procedure
SPA.  Hence, all arcs not in the set of good arcs at stage $h$ will
not be part of the shortest augmentation path at stage $h$.  \bull
\vskip 2pt

The threshold costs are chosen in the following way.  Let the cost
vector $c$ be the final cost vector from the initialization phase.
For each free left node the minimum cost of its out arcs is
calculated.  Let $c_{max}$ be the maximum of these minimum cost
values and $c_{min}$ be the minimum. 
Then $thresh[1]$ is set to $c_{min} + c_{max}/h$, 
$thresh[2]$ to $thresh[1]\times 2$, 
$thresh[3]$ to $thresh[2]\times 2$, ...., and and $thresh[k]$ is set to 
infinity. In this implementation, we chose $h$ as 6 and k as 4.
$thresh[1]$ is the most important parameter. If $thresh[1]$ is too
big, unnecessary arcs are put in the set of good arcs. If $thresh[1]$
is too small, many corrections in the set of good arcs will be needed
later.

This set of threshold costs may not be the best in all cases, but it seems to
be effective according to our computational results.
For random dense assignment problem instances, shortest path augmentations
are performed only on a very small subset of arcs. The following table
shows that only about $n \log n$ out of a total of $n^2$ arcs are used on
the average.

%------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rrr|} \hline
Problem &End-of-Step1 &End-of-Step2 &End-of-SPA\\ \hline
128x128& 175& 231& 1,022\\ 
256x256& 350& 472& 2,292\\ 
512x512& 703& 954& 5,256\\ 
1024x1024& 1,404& 1,905& 10,445\\ 
2048x2048& 2,828& 3,839& 22,875\\ \hline
\end{tabular}
}

\vskip 2pt
{ Table 7. Good Arcs in DHK for Assign-Xhi-Degree Network}
\vskip 5pt

We also note that the threshold labels used here are different
from what are used by Glover et al. \cite{glo1}. In their
algorithm, they use threshold labels to choose the eligible nodes
to be scanned in their shortest path algorithm. In our algorithm,
all the nodes are eligible to be scanned but only a portion of
arcs out of each node are eligible to be scanned, which are determined by 
their reduced costs and the threshold labels.

Since the label of a left node can be obtained from the label of its
matched right node, we need only keep track of the labels of right
nodes. Furthermore, if the label of a node is not affected by the
augmentation path, then its label need not be updated in the next
shortest path calculation. For this purpose, we need to keep track
of the nodes whose labels are not going to change after an
augmentation.

We do not calculate $\pi^o$ in step (1) since this is expensive.
Instead we set $\pi^o_u = 0$ for all $u\in N_1$ for the purpose
of selecting the initial set of good arcs. Since the costs of
all unmatched arcs are greater than or equal to zero, and the costs of
all matched arcs are equal to zero with respect to the final costs of
the initialization phase, $\pi^o_u\geq 0$ for all $u\in N_1$.
Hence, setting $\pi^o_u = 0$ for all $u\in N_1$ does not affect the
correctness of procedure SPA nor of Theorem 1.


We note that the subnetwork of good arcs generated for the
random geometric matching problem instances are not so sparse
(Table 8).
We also note that the idea of good arcs do not apply well for
the problems which are already very sparse(Table 9).

%------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rrr|} \hline
Problem &End-of-Step1 &End-of-Step2 &End-of-SPA\\ \hline
128x128& 182& 267& 5286\\ 
256x256& 364& 547& 17431\\ 
512x512& 728& 1142& 72968\\ 
1024x1024& 1454& 2375& 226337\\ 
1024x1024& 1461& 2368& 247293\\ \hline
\end{tabular}
}

\vskip 2pt
{Table 8. Good Arcs in DHK for Assign-Geometric Network}
\vskip 5pt

%------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rrr|} \hline
Nodes(Arcs) &End-of-Step1 &End-of-Step2 &End-of-SPA\\ \hline
512(4608)& 349& 384& 4,608\\ 
1024(10240)& 700& 767& 10,240\\ 
2048(22528)& 1,396& 1,533& 22,528\\ 
4096(49152)& 2,800& 3,069& 49,152\\ 
8192(106496)& 5,599& 6,135& 106,496\\ 
16384(229376)& 11,205& 12,280& 229,376\\ \hline
\end{tabular}
}

\vskip 2pt
{Table 9. Good Arcs in SHK for Assign-High-Cost Network}
\vskip 5pt

\section { Computational Results}

Our computational results are based on averages of over 30 runs for each
problem instance. The random problem instances are generated
by DIMACS {\sl assign.c} and {\sl dcube.c}.
We have run our algorithm on an HP-9000/720 work-station 
and the CPU time do not include problem setup or input and output time.

All algorithms were coded in C and were compiled
with the default optimization. Arrays inside the program are
dynamically allocated using malloc.

\subsection { Algorithms:}
\begin{description} 
\item[DHK:] Algorithm presented in this paper using matrix format to store
network data. This algorithm is for dense assignment problems.

\item[SHK:] Algorithm presented in this paper using linked-list format
to store sparse network data. This algorithm is for sparse
assignment problems.

\item[DJV:] Jonker and Volgenant's algorithm using matrix format to
store network data. This algorithm is for dense assignment problems.

\item[SJV:] Jonker and Volgenant's algorithm using linked-list format
to store sparse network data. This algorithm is for sparse
assignment problems.
\end{description}

\subsection{Assignment Problems:}

This describes the testbed instances for assignment problem
instances tested in this experiment.

\begin{enumerate} 
\item {\bf Assign-Xhi-Degree.}  Use {\tt assign.c} with the following
commands for problem size $N=256, 512, 1024, 2048, 4096$. 

nodes (N)

sources (N/2)

complete

maxcost 100000

seed (X)

\item {\bf Assign-Xhi-Degree-Lo-Cost.}  Use {\tt assign.c} with the following
commands for problem size $N=256, 512, 1024, 2048, 4096$. 

nodes (N)

sources (N/2)

complete

maxcost 100

seed (X)


\item {\bf Assign-Lo-Cost.}  Use {\tt assign.c} with the following
commands for problem size $N=512, 1024, 2048, 4096, 8192, 16384$. 

nodes (N)

sources (N/2)

degree  (2 log\_2 N)

maxcost 100

seed (X)

\item {\bf Assign-Hi-Cost.}  Use {\tt assign.c} with the following
commands  for problem size $N=512, 1024, 2048, 4096, 8192, 16384$. 

nodes (N)

sources (N/2)

degree (2 log\_2 N)

maxcost 100000000

\item {\bf Assign-Two-Cost.}  Use the instances generated for 
Assign-Lo-Cost for problem size $N=512, 1024, 2048, 4096, 8192, 16384$. 
A graph {\tt g.asn} is transformed using the
``awk'' command {\tt awk -f twocost.a <g.asn >gt.asn}.  The resulting graphs
have all costs either 100 or 100000000.  These instances are hard
for auction algorithms. 

\item {\bf Assign-Geometric.}  Use {\tt dcube.c} with the following
commands to generate random points in 2-space with coordinates in the
range $1..10^6$. 

nodes  (N)

dimension 2

maxloc  1000000

seed   (X) 

The resulting graph {\tt g.geom} can be converted to an assignment
problem with {\tt awk -f geomasn.a <g.geom >g.asn}.  Half the points
are red and half blue, arcs connect red points to blue, and arc costs
correspond to Euclidean distances. 
\end{enumerate}

\subsection{Results of the experiments}

In all the tables, the column ``Init''
indicates the average CPU time (in milliseconds) in 
initialization stage. Column ``SPA'' indicates
the average CPU time spent on shortest path augmentations. 
Column ``DHK/DJV''(``SHK/SJV'') indicates the time ratio of 
algorithm DHK(SHK) to DJV(SJV).

%------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rrr|rrr|c|} \hline
 Problem & \multicolumn{3}{c|}{DHK}& \multicolumn{3}{c|}{DJV}&\multicolumn{1}{c|}{DHK/DJV}\\
&Init &SPA &Total &Init &SPA &Total&\\ \hline
128x128&  64& 46& 110&             128& 7& 134& 0.82\\ 
256x256&  258& 162& 420&           359& 56& 416& 1.00\\ 
512x512&  1,218& 612& 1,880&       1,450& 526& 1,976& 0.95\\ 
1024x1024&  5,679& 2,336& 8,015&   5,525& 4,161& 9,686& 0.82\\ 
2048x2048&  25,193& 9,959& 35,153&  21,696& 29,000& 50,696& 
0.69\\ \hline
\end{tabular}
}

\vskip 2pt
{Table 10. CPU time (in ms) for Assign-Xhi-Degree network}
\vskip 5pt

%------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rrr|rrr|c|} \hline
 Problem & \multicolumn{3}{c|}{DHK}& \multicolumn{3}{c|}{DJV}&\multicolumn{1}{c|}{DHK/DJV}\\
&Init &SPA &Total &Init &SPA &Total&\\ \hline
128x128&  46& 48& 95&          31& 24& 55& 1.72 \\ 
256x256&  143& 146& 289&       125& 134& 259& 1.11 \\ 
512x512&  493& 729& 1,222&     660& 578& 1,238& 0.98 \\ 
1024x1024&  1,915& 0& 1,915&  3,203& 1,972& 5174& 0.37 \\ 
2048x2048&  7,666& 0& 7,666&  16,196& 11,562& 27,759& 0.27 \\ \hline
\end{tabular}
}

\vskip 2pt
{Table 11. CPU time (in ms) for Assign-Xhi-Degree-Lo-Cost network}
\vskip 5pt

%------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rrr|rrr|c|} \hline
 Problem & \multicolumn{3}{c|}{SHK}& \multicolumn{3}{c|}{SJV}&\multicolumn{1}{c|}{SHK/SJV}\\
Nodes(Arcs)&Init &SPA &Total &Init &SPA &Total&\\ \hline
512(4608)& 12& 31& 44&         4& 18& 22& 2.00\\ 
1024(11264)& 43& 188& 232&       22& 92& 114& 2.03\\ 
2048(22528)& 115& 689& 805&           62& 366& 428& 1.88\\ 
4096(49152)& 285& 2,439& 2,725&       158& 1,461& 1,620& 1.68\\ 
8192(106496)& 669& 8,117& 8,786&      364& 5,518& 5,882& 1.49\\ 
16384(229376)& 1,515& 28,284& 29,799& 823& 23,309& 24,132& 1.23\\ \hline
\end{tabular}
}

\vskip 2pt
{Table 12. CPU time (in ms) for Assign-Lo-Cost network}
\vskip 5pt

%------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rrr|rrr|c|} \hline
 Problem & \multicolumn{3}{c|}{SHK}& \multicolumn{3}{c|}{SJV}&\multicolumn{1}{c|}{SHK/SJV}\\
Nodes(Arcs)&Init &SPA &Total &Init &SPA &Total&\\ \hline
512(4608)& 11& 37& 49&           27& 1& 29& 1.68\\ 
1024(10240)& 42& 186& 228&       133& 1& 134& 1.70\\ 
2048(22528)& 129& 838& 967&      523& 11& 535& 1.80\\ 
4096(49152)& 318& 2,988& 3,306&   1,437& 56& 1,493& 2.21\\ 
8192(106496)& 724& 11,514& 12,239& 4,956& 1,782& 6,739& 1.81\\ 
16384(229376)& 1,712& 41,676& 43,399& 13,535& 13,502& 27,038& 1.60\\ 
\hline
\end{tabular}
}

\vskip 2pt
{Table 13. CPU time (in ms) for Assign-Hi-Cost network}
\vskip 5pt

%------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rrr|rrr|c|} \hline
 Problem & \multicolumn{3}{c|}{SHK}& \multicolumn{3}{c|}{SJV}&\multicolumn{1}{c|}{SHK/SJV}\\
Nodes(Arcs)&Init &SPA &Total &Init &SPA &Total&\\ \hline
512(4608)& 22& 0& 23&         2& 9& 11& 2.09\\ 
1024(10240)& 57& 0& 58&       16& 39& 56& 1.03\\ 
2048(22528)& 136& 0& 136&     56& 132& 188& 0.72\\ 
4096(49152)& 320& 0& 320&     146& 500& 647& 0.49\\ 
8192(106496)& 710& 0& 710&     330& 1,873& 2,204& 0.32\\ 
16384(229376)& 1,671& 0& ,1671& 744& 7,192& 7,937& 0.21\\ \hline
\end{tabular}
}

\vskip 2pt
{Table 14. CPU time (in ms) for Assign-Two-Cost network}
\vskip 5pt

%------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|rrr|rrr|c|} \hline
 Problem & \multicolumn{3}{c|}{DHK}& \multicolumn{3}{c|}{DJV}&{DHK/}\\
&Init &SPA &Total &Init &SPA &Total& DJV\\ \hline
128x128&  377& 402& 779&             1,469& 322& 1,790& 0.43\\ 
256x256&  1,571& 2,025& 3,597&       4,663& 2,103& 6,766& 0.53\\ 
512x512&  6,876& 14,531& 21,407&      15,990& 15,957& 31,947& 0.67\\ 
1024x1024&  29,704& 73,935& 103,639&  51,609& 89,885& 141,449& 0.73\\ 
\hline
\end{tabular}
}

\vskip 2pt
{Table 15. CPU time (in ms) for Assign-Geometric network}
\vskip 5pt
%------------------------------------------------------------------

\subsection{Discussion:}

We have considered the successive shortest augmenting path
algorithm for solving the assignment problem. We have proposed
an algorithm, in which we developed a new initialization procedure
and a technique to compute the shortest augmenting paths by
using a small subset of the arcs. This approach is relatively
efficient for dense assignment problems as we could see from 
the running times shown in Tables 10 and 11. This algorithm 
solves the dense assignment problem
in an empirical running time proportional
to something between $n^2$ and $n^2\log n$ as shown in 
the following table.

%------------------------------------------------------------------
\vskip 5pt
{\small
\begin{tabular}{|l|r|c|c|} \hline
Problem &CPU &CPU$\times 10^3/(n^2)$ &CUP$\times 10^4/(n^2\log n)$\\ \hline
128x128&  110&     6.47& 9.58\\
256x256&  420&     6.41& 8.01\\
512x512&  1,880&   7.17& 7.96\\
1024x1024& 8,015&  7.64& 7.64\\
2048x2048& 35,153& 8.38& 7.62\\ \hline
\end{tabular}
}

\vskip 2pt
{Table 16. Algorithm DHK running time analysis on Assign-Xhi-Degree 
network}
\vskip 5pt

However, our algorithm for sparse random networks(SHK) is not as efficient
as Jonker and Volgenant's(SJV) as shown in Tables 12 and 13. 
But the performance of
our algorithm improves as the problem size increases.

Our initialization procedure matches about 90\% of the nodes for
both dense and sparse networks. We note that our procedure
performs better than Jonker and Volgenant's on random problems with
small cost range while theirs performs better on those with large
cost range.

%\noindent
%{\bf Acknowledgment.} The authors wish to thank the referees for 
%several helpful comments.


\begin{thebibliography}{99}

\bibitem{orl1}
Ahuja, R. K., T. L. Magnanti, and J. B. Orlin. 1988. Network Flows, in
{\it Handbooks in Operations
Research and Management Science, Vol 1. Optimization}.

\bibitem{akg1}
Akgul, M. 1985. A genuinely polynomial simplex algorithm for the
assignment problem, Research Report, Department of Computer Science
and Operations Research, North Carolina State University, Raleigh, NC.

\bibitem{akg2}
Akgul, M. 1988. A Sequential Dual Simplex Algorithm for the Linear
Assignment Problem. {\it Operations Research Letters} 7, 155-158.

\bibitem{bal1}
Balinski, M. L. and R. E. Gomory. 1964. A Primal Method for the
Assignment and Transportation Problem. {\it Management Programming}
13, 1-13.

\bibitem{bal2}
Balinski, M. L. 1986. A Competitive (Dual) Simplex Method for the 
Assignment and Transportation Problem. {\it Mathematical Programming}
34, 125-141.

\bibitem{bar1}
Barr, R., F. Glover, and D. Klingman. 1977. The Alternating path basis 
algorithm  for the assignment problem. {\it Math. Prog.} 12, 1 -13.

\bibitem{bel1}
Bellman, R. 1958. On a Route Problem. {\it Quart. of Appl. Math.16,}
87-90. 

\bibitem{ber1}
Bertsekas, D. 1981. A New Algorithm for the  Assignment Problem.
{\it Mathematical Programming } 21, 152-157.

\bibitem{chang}
Chang, S.F. and S.T. McCormick 1989. A fast implementation of a 
bipartite matching algorithm. Technical Report, Columbia University,
New York.

\bibitem{eng1}
Engquist,  M. 1982. A Successive Shortest Path Algorithm for the Assignment
Problem. 
{\it  INFOR} 20, 370-384.

\bibitem{for1}
Ford, L. R. 1956. {\it Network Flow Theory}. 
The Rand Corporation 
Report P-923, Santa Monica, CA.

\bibitem{glo1}
Glover,  F., R. Glover, and D. Klingman. 1986. The Threshold assignment
algorithm. {\it Math. Prog. Study} 26, 12-37.

\bibitem{gol1}
Goldfarb, D. 1985. Efficient Dual Simplex Algorithms for
the Assignment Problem. {\it Math. Prog. } 33, 187-203.

\bibitem{hun1}
Hung, M. S. 1983. A Polynomial Simplex Method for The Assignment Problem.
{\it Oper. Res. } 31,595-600.

\bibitem{hun2}
Hung, M. S. and W. O. Rom. 1980. Solving the assignment problem by relaxation.
{\it Oper. Res.} 28, 969-892.

\bibitem{jon1}
Jonker, R. and A. Volgenant. 1987. A Shortest Augmenting Path
Algorithm for Dense and Sparse Linear Assignment Problems.
{\it Computing} 38, 325-340.

\bibitem{kuh1}
Kuhn, H. W. 1955. The Hungarian Method for Assignment Problem. {\it Naval
Research Logistics Quarterly} 2, 83-97.

\bibitem{orl2}
Orlin, J. B. 1985. On the Simplex Algorithm for Networks and
Generalized Networks. {\it Mathematical Programming Study} 25, 166-178.

\bibitem{roo1}
Roohy-Laleh, E. 1980. Improvements to the theoretical efficiency of the
network simplex method, Ph.D. Thesis, Carleton University, Ottawa, Canada.

\bibitem{wei1}
Weintraub, A., and F. Barahona. 1979. A dual algorithm for the
assignment problem. Departmente de Industrias Report No. 2, Universidad de
Chile-Sede Occidente.

\end{thebibliography}
\noindent GTE Laboratories Incorporated, 40 Sylvan Road, Waltham, MA 02254

\noindent {\it E-mail: jh04@gte.com} for Jianxiu Hao and 
{\it gak0@gte.com} for George Kocur.

\end{document}


