Auction Algorithm CPP

This is a repo contains a C++ implementation of Bertsekas's Auction Algorithm. The algorithm solves the problem of optimally assigning N objects to N people given the preferences specified in a given cost matrix.

On my machine the code could solve a size 500 assignment problem in ~.03 seconds. I compiled the code using the command g++-5 ./auction.cpp -Ofast -std=c++14 -o auction.