In docking we generally dock multiple ligands against our target proteins, but what if it is inversed. Like I have a ligand molecule and want to check with which target proteins it has higher binding affinity?
The process you have described is referred to as inverse or reverse docking. Among other uses, it is a method for "target fishing" or target identification. When carried out using different crystal structures of the same protein (ensemble docking), it is also a way to examine the effects of conformational changes in the protein on the binding of a ligand. Ensemble docking is a more straightforward procedure than inverse docking and has been implemented in CCDC GOLD among other docking software programs. Inverse docking can be carried out with some modifications of various programs such as using YASARA as a front-end for Autodock. There are also web servers for inverse docking.
Archisman Mahapatra -- Schrödinger Glide is quite expensive. CCDC GOLD and YASARA-Structure are not free, but not nearly as expensive as Glide. There are web servers that provide free docking services and some of them offer inverse or reverse docking. You could do a Google and/or PubMed search to find suitable web servers. If you do not have a very large database of proteins, you could use free docking software such as Autodock to carry out docking into individual proteins in series or parallel.