Fast Entropic Regularized Optimal Transport Using Semidiscrete Cost Approximation

DOI10.1137/17M1162925zbMath1401.65020OpenAlexW2895984494WikidataQ129114831 ScholiaQ129114831MaRDI QIDQ4691179

Evgeny Tenetov, Ron Kimmel, Gershon Wolansky

Publication date: 19 October 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1162925

zbMATH Keywords

convex optimizationBregman projectionlow-rank approximationsoptimal transportKullback-LeiblerWasserstein barycentergeodesic distanceentropy regularization

Mathematics Subject Classification ID

Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Numerical interpolation (65D05) Discrete approximations in optimal control (49M25)

Related Items (3)

A Continuation Multiple Shooting Method for Wasserstein Geodesic Equation ⋮ A column generation approach to the discrete barycenter problem ⋮ On the computational complexity of finding a sparse Wasserstein barycenter

Uses Software

• advanpix

Cites Work

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