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TransportAuctionMex

TransportAuctionMex is an efficient implementation of the auction algorithm for transport problems as a Mex File for MATLAB. It is based on the algorithm and C++ implementation of J. D. Walsh. So far only the general auction algorithm is supported (see Walsh, J.D., Dieci, L. General auction algorithm for real valued optimal transport. Preprint, http://gatech.jdwalsh03.com, 2016).

Requirements

  • a reasonably recent version of MATLAB
  • a C++ Compiler (tested with Visual Studio 2015)

Features

  • solves transport problem for arbitrary number of sinks and sources and real-valued capacities
  • much faster than standard linear program solver
  • easy to use interface for MATLAB
  • problem is represented by two vectors and a matrix, which avoids the need for complicated graph data structures

Example usage

First, compile the mex file by calling

>> compile

Then, you can run the auction algorithm using

>> T = auction(a,b,-C);

Here, a and b correspond to the supply and demand of the sources and sinks, respectively. C corresponds to the costs of each connection (or alternatively, -C to the reward). The result is the matrix T that contains the amount transported from each soruce to each sink.

For further information, take a look at the included demo, which can be run using

>> demo

demo1 demo2

License

TransportAuctionMex is licensed under the GPLv3 license.

Contact

Author: Gerhard Kurz

Mail: kurz.gerhard (at) gmail (dot) com

Web: http://www.gerhardkurz.de