I have been struggling with a combinatorial problem that eventually translates to the following:
Given an $n \times n$ nonnegative matrix, find a permutation of the rows that maximizes the trace.
I could compute all $n!$ permutations and find the one that maximizes the trace, but that is not computationally efficient. What is the most efficient way of accomplishing this?
If it helps, this is the same as finding $n$ entries of the matrix with no two of them in the same row or column, so that the sum of these entries is maximal.
Best Answer
I commend to you the Hungarian method. It's an algorithm that I'm not up to writing out here, but it's available in many combinatorics, discrete math, and graph theory textbooks, also many places on the web: Wikipedia in particular will get you started.