将分配问题与最优传输理论结合,提出高效求解图匹配的新方法。
Gromov-Wasserstein and optimal transport: from assignment problems to probabilistic numeric
- 用最优传输框架统一处理经典分配与图匹配问题
- GW-MultiInit策略在大规模问题上逼近最优解且计算高效
- 适合机器学习与物流中的结构化匹配任务
分配问题作为运筹学核心,旨在寻找代理与任务间的最优一一映射以最小化总成本。本文从经典形式与算法出发,将其演进至现代最优传输(OT)理论,将二次分配问题(QAP)及类似结构匹配任务置于该框架下。我们建立线性分配问题与Monge传输、Kantorovich松弛及Wasserstein距离的联系,并扩展至源与目标位于不同度量测度空间的情形,需使用Gromov-Wasserstein(GW)距离。包含融合型GW(fused GW)在内的多种GW变体,通过优化域内距离与跨域属性,自然解决类似QAP的问题,应用于图匹配、关键点对应与基于特征的分配。提出精确求解器、遗传算法(GA)及多种GW变体,包括新提出的多初始值策略(GW-MultiInit),可有效避免陷入局部最优,配合熵正则的Sinkhorn近似与融合型GW。在容量受限的QAP实例上实验表明,GW-MultiInit持续获得近优解并高效扩展至大规模问题,而参数化EGW与FGW变体提供精度与运行时间间的灵活权衡。研究为应用OT与GW方法于QAP及其他实际匹配问题提供了理论基础、计算洞察与实用指南。
原文摘要 · Abstract (English)
The assignment problem, a cornerstone of operations research, seeks an optimal one-to-one mapping between agents and tasks to minimize total cost. This work traces its evolution from classical formulations and algorithms to modern optimal transport (OT) theory, positioning the Quadratic Assignment Problem (QAP) and related structural matching tasks within this framework. We connect the linear assignment problem to Monge's transport problem, Kantorovich's relaxation, and Wasserstein distances, then extend to cases where source and target lie in different metric-measure spaces requiring Gromov-Wasserstein (GW) distances. GW formulations, including the fused GW variant that integrates structural and feature information, naturally address QAP-like problems by optimizing alignment based on both intra-domain distances and cross-domain attributes. Applications include graph matching, keypoint correspondence, and feature-based assignments. We present exact solvers, Genetic Algorithms (GA), and multiple GW variants, including a proposed multi-initialization strategy (GW-MultiInit) that mitigates the risk of getting stuck in local optima alongside entropic Sinkhorn-based approximations and fused GW. Computational experiments on capacitated QAP instances show that GW-MultiInit consistently achieves near-optimal solutions and scales efficiently to large problems where exact methods become impractical, while parameterized EGW and FGW variants provide flexible trade-offs between accuracy and runtime. Our findings provide theoretical foundations, computational insights, and practical guidelines for applying OT and GW methods to QAP and other real-world matching problems, such as those in machine learning and logistics.
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