A multi-objective interpretation of optimal transport

DOI10.1007/S10957-017-1206-0zbMATH Open1396.90045arXiv1703.00289OpenAlexW2594833177MaRDI QIDQ1706409FDOQ1706409

Authors: Johannes M. Schumacher 

Publication date: 22 March 2018

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1703.00289

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zbMATH Keywords

regularizationoptimal transportmulti-objective optimizationiterative proportional fittingnonlinear Perron-Frobenius theory

Mathematics Subject Classification ID

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)

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Cited In (5)

• 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
• Matrix Balancing Based Interior Point Methods for Point Set Matching Problems
• Robust matching for teams

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