The Subset Sum Matching Problem

This paper presents a new combinatorial optimisation task, the Subset Sum Matching Problem (SSMP), which is an abstraction of common financial applications such as trades reconciliation. We present three algorithms, two suboptimal and one optimal, to solve this problem. We also generate a benchmark to cover different instances of SSMP varying in complexity, and carry out an experimental evaluation to assess the performance of the approaches.

Authors

• Yufei Wu 0012
• Manuel R. Torres
• Parisa Zehtabi
• Alberto Pozanco
• Michael Cashmore
• Daniel Borrajo
• Manuela Veloso

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