A multi-objective interpretation of optimal transport
From MaRDI portal
regularizationoptimal transportmulti-objective optimizationiterative proportional fittingnonlinear Perron-Frobenius theory
Multi-objective and goal programming (90C29) Social choice (91B14) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
Abstract: This paper connects discrete optimal transport to a certain class of multi-objective optimization problems. In both settings, the decision variables can be organized into a matrix. In the multi-objective problem, the notion of Pareto efficiency is defined in terms of the objectives together with non-negativity constraints and with equality constraints that are specified in terms of column sums. A second set of equality constraints, defined in terms of row sums, is used to single out particular points in the Pareto efficient set which are referred to as "balanced solutions". Examples from several fields are shown in which this solution concept appears naturally. Balanced solutions are shown to be in one-to-one correspondence with solutions of optimal transport problems. As an example of the use of alternative interpretations, the computation of solutions via regularization is discussed.
Recommendations
- Multi-marginal optimal transport: theory and applications
- Multi-species optimal transportation
- THE MULTI-MARGINAL OPTIMAL PARTIAL TRANSPORT PROBLEM
- Iterative Bregman projections for regularized transportation problems
- Solution of Optimal Transportation Problems Using a Multigrid Linear Programming Approach
Cites work
- scientific article; zbMATH DE number 5485541 (Why is no real title available?)
- scientific article; zbMATH DE number 3769307 (Why is no real title available?)
- scientific article; zbMATH DE number 49749 (Why is no real title available?)
- scientific article; zbMATH DE number 1234104 (Why is no real title available?)
- scientific article; zbMATH DE number 1015852 (Why is no real title available?)
- scientific article; zbMATH DE number 4113816 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- scientific article; zbMATH DE number 784362 (Why is no real title available?)
- scientific article; zbMATH DE number 3296905 (Why is no real title available?)
- scientific article; zbMATH DE number 964349 (Why is no real title available?)
- A Note on an Iterative Test of Edelstein(1)
- A note on approximations to discrete probability distributions
- Actuarial models: the mathematics of insurance.
- An Iterative Method of Adjusting Sample Frequency Tables When Expected Marginal Totals are Known
- An Iterative Procedure for Estimation in Contingency Tables
- An extension of Morishima's nonlinear Perron-Frobenius theorem
- Biproportional scaling of matrices and the iterative proportional fitting procedure
- Budget-constrained Pareto-efficient allocations
- Concerning nonnegative matrices and doubly stochastic matrices
- Contingency tables with given marginals
- Convergence of the iterative proportional fitting procedure
- Diagonal Equivalence to Matrices with Prescribed Row and Column Sums
- Dykstras algorithm with bregman projections: A convergence proof
- Entropic approximation of Wasserstein gradient flows
- Entropy minimization, \(DAD\) problems, and doubly stochastic kernels
- Extensions of Jentzsch's Theorem
- Hilbert's metric and positive contraction mappings in a Banach space
- I-divergence geometry of probability distributions and minimization problems
- Iterative Bregman projections for regularized transportation problems
- Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
- Multicriteria optimization
- Nonlinear Perron-Frobenius theory
- On a Least Squares Adjustment of a Sampled Frequency Table When the Expected Marginal Totals are Known
- On mass transportation
- On optimal distribution of output from a jointly owned resource
- On the scaling of multidimensional matrices
- Optimal Transport
- Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
- Perspectives of Monge properties in optimization
- Positive contraction mappings for classical and quantum Schrödinger systems
- Reduction of a Matrix with Positive Elements to a Doubly Stochastic Matrix
- Technical Note—Proper Efficiency and the Linear Vector Maximum Problem
- The bargaining problem
- The composite iteration algorithm for finding efficient and financially fair risk-sharing rules
- The diagonal equivalence of a nonnegative matrix to a stochastic matrix
- The enumeration of all efficient solutions for a linear multiple-objective transportation problem
Cited in
(5)- Matrix Balancing Based Interior Point Methods for Point Set Matching Problems
- A comparison of two dual methods for discrete optimal transport
- Connections between optimal transport, combinatorial optimization and hydrodynamics
- Multi-Marginal Optimal Transport and Probabilistic Graphical Models
- Robust matching for teams
This page was built for publication: A multi-objective interpretation of optimal transport
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1706409)
