Skip to main content
3 of 4
MathJax: \operatorname
Martin Sleziak
  • 4.7k
  • 4
  • 35
  • 40

Algorithm to minimize $\operatorname{tr}(PAP^TB)$?

Let say I have two $n$ x $n$ matrices $A$ and $B$ where all elements are real positive values. I want to find some $n$ x $n$ permutation matrix $P$ such that $\operatorname{tr}(P A P ^T B)$ is minimized. Does there exist such an algorithm or technique?