A numerical method to solve multi-marginal optimal transport problems with Coulomb cost

DOI10.1007/978-3-319-41589-5_17zbMATH Open1372.65188arXiv1505.01136OpenAlexW2569263150MaRDI QIDQ5350489FDOQ5350489

Authors: Guillaume Carlier, Luca Nenna, Jean-David Benamou 

Publication date: 1 September 2017

Published in: Splitting Methods in Communication, Imaging, Science, and Engineering (Search for Journal in Brave)

Abstract: In this paper, we present a numerical method, based on iterative Bregman projections, to solve the optimal transport problem with Coulomb cost. This is related to the strong interaction limit of Density Functional Theory. The first idea is to introduce an entropic regularization of the Kantorovich formulation of the Optimal Transport problem. The regularized problem then corresponds to the projection of a vector on the intersection of the constraints with respect to the Kullback-Leibler distance. Iterative Bregman projections on each marginal constraint are explicit which enables us to approximate the optimal transport plan. We validate the numerical method against analytical test cases.

Full work available at URL: https://arxiv.org/abs/1505.01136

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zbMATH Keywords

Kullback-Leibler distancenumerical examplesoptimal transport problemCoulomb costentropic regularizationKantorovich formulationiterative Bregman projections

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25)

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• Moment-SoS methods for optimal transport problems
• Approximation of optimal transport problems with marginal moments constraints
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• Second-order models for optimal transport and cubic splines on the Wasserstein Space
• Genetic column generation: fast computation of high-dimensional multimarginal optimal transport problems
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• Convex relaxation approaches for strictly correlated density functional theory
• Semidefinite relaxation of multimarginal optimal transport for strictly correlated electrons in second quantization
• Optimal transportation, modelling and numerical simulation
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• An entropy minimization approach to second-order variational mean-field games
• Universal diagonal estimates for minimizers of the Levy-Lieb functional
• The dynamical Schrödinger problem in abstract metric spaces
• Hardness results for multimarginal optimal transport problems
• A family of pairwise multi-marginal optimal transports that define a generalized metric
• Constrained overdamped Langevin dynamics for symmetric multimarginal optimal transportation

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