Quadratically regularized optimal transport on graphs
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Publication:3174762
DOI10.1137/17M1132665zbMATH Open1394.65041arXiv1704.08200OpenAlexW2962792820MaRDI QIDQ3174762FDOQ3174762
Authors: Montacer Essid, Justin Solomon 
Publication date: 18 July 2018
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Abstract: Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to express challenging tasks involving matching supply to demand with minimal shipment expense; in discrete language, these become minimum-cost network flow problems. Regularization typically is needed to ensure uniqueness for the linear ground distance case and to improve optimization convergence; state-of-the-art techniques employ entropic regularization on the transportation matrix. In this paper, we explore a quadratic alternative to entropic regularization for transport over a graph. We theoretically analyze the behavior of quadratically-regularized graph transport, characterizing how regularization affects the structure of flows in the regime of small but nonzero regularization. We further exploit elegant second-order structure in the dual of this problem to derive an easily-implemented Newton-type optimization algorithm.
Full work available at URL: https://arxiv.org/abs/1704.08200
Recommendations
Numerical optimization and variational techniques (65K10) Programming involving graphs or networks (90C35) Flows in graphs (05C21) Transportation, logistics and supply chain management (90B06)
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