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Good pointer! I did know about CVXPY but haven't used it yet. Though in requiring everything to be (log-)convex it constrains the user programs quite a bit, but

Good pointer! I did know about CVXPY but haven't used it yet. Though in requiring everything to be (log-)convex it constrains the user programs quite a bit, but I imagine it would have worked in this case because the objective is linear and the feasible set convex. I won't deny the role accident and force of habit had in picking this particular implementation path; I used Pytorch because it's my daily driver :D and because I had found 'mctorch' which provided the Riemann SGD logic.

cschmidt 2y ago
Actually, you can solve the assignment problem as a linear program (LP). Just do min sum_i sum_j c_{ij}*x_{ij} s.t. sum_i x_{ij} == 1, for all j sum_j x_{ij} == 1, for all i and you automagically get an integer solution in the x_{ij} due to the structure of the constraints. CVXPY would be a good way to implement this these days.