Semi-discrete optimal transport: hardness, regularization and numerical solution
DOI10.1007/s10107-022-01856-xzbMath1518.90049arXiv2103.06263OpenAlexW3135790023WikidataQ114228484 ScholiaQ114228484MaRDI QIDQ6038666
Soroosh Shafieezadeh-Abadeh, Daniel Kuhn, Bahar Taşkesen
Publication date: 2 May 2023
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.06263
complexityWasserstein distancediscrete choice modelsoptimal transportdistributionally robust optimization\(\#P\)-hardnessstochastic gradient descent algorithms
Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Robustness in mathematical programming (90C17)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A comment on ``Computational complexity of stochastic programming problems
- A sparse multiscale algorithm for dense optimal transport
- An optimal method for stochastic composite optimization
- Pegasos: primal estimated sub-gradient solver for SVM
- From large deviations to Wasserstein gradient flows in multiple dimensions
- Auction algorithms for network flow problems: A tutorial introduction
- Error bounds and convergence analysis of feasible descent methods: A general approach
- Asymptotic analysis of the exponential penalty trajectory in linear programming
- A polynomial time primal network simplex algorithm for minimum cost flows
- Minkowski-type theorems and least-squares clustering
- Entropic optimal transport is maximum-likelihood deconvolution
- Convex histogram-based joint image segmentation with regularized optimal transport cost
- A transportation \(L^p\) distance for signal analysis
- Wasserstein discriminant analysis
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- The earth mover's distance as a metric for image retrieval
- Optimum bounds for the distributions of martingales in Banach spaces
- Self-concordant analysis for logistic regression
- Convergence of latent mixing measures in finite and infinite mixture models
- A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
- A formula for the time derivative of the entropic cost and applications
- Better and simpler error analysis of the Sinkhorn-Knopp algorithm for matrix scaling
- Scenario reduction revisited: fundamental limits and guarantees
- Entropic regularization of continuous optimal transport problems
- Generalized self-concordant functions: a recipe for Newton-type methods
- Confidence level solutions for stochastic programming
- A note on scenario reduction for two-stage stochastic programs
- Financial scenario generation for stochastic multi-stage decision processes as facility location problems
- Power particles
- Convolutional wasserstein distances
- Optimal Transport with Proximal Splitting
- Hybrid Deterministic-Stochastic Methods for Data Fitting
- Adaptivity of averaged stochastic gradient descent to local strong convexity for logistic regression
- Persistency Model and Its Applications in Choice Modeling
- Quadratically Regularized Optimal Transport on Graphs
- Scaling algorithms for unbalanced optimal transport problems
- Wasserstein Loss for Image Synthesis and Restoration
- Discrete Choice Methods with Simulation
- An Econometric Analysis of Residential Electric Appliance Holdings and Consumption
- Smooth Optimization with Approximate Gradient
- Discretization of the 3d monge−ampere operator, between wide stencils and power diagrams
- Entropic Approximation of Wasserstein Gradient Flows
- A Numerical Algorithm forL2Semi-Discrete Optimal Transport in 3D
- Robust Stochastic Approximation Approach to Stochastic Programming
- A Representative Consumer Theory of the Logit Model
- On the Complexity of Computing the Volume of a Polyhedron
- A method for globally minimizing concave functions over convex sets
- A new algorithm for the assignment problem
- Polar factorization and monotone rearrangement of vector‐valued functions
- An unconstrained convex programming view of linear programming
- Acceleration of Stochastic Approximation by Averaging
- Variational Analysis
- Distributionally Robust Stochastic Programming
- Technical Note—On the Relation Between Several Discrete Choice Models
- Geodesic PCA versus Log-PCA of Histograms in the Wasserstein Space
- A Convex Optimization Approach for Computing Correlated Choice Probabilities With Many Alternatives
- Earth mover's distances on discrete surfaces
- Generalized Sinkhorn Iterations for Regularizing Inverse Problems Using Optimal Mass Transport
- From Knothe's Rearrangement to Brenier's Optimal Transport Map
- Mathematical Methods and Models for Economists
- Asymptotics for Semidiscrete Entropic Optimal Transport
- Regularized Discrete Optimal Transport
- Regularization via Mass Transportation
- Iterative Bregman Projections for Regularized Transportation Problems
- Learning Theory and Kernel Machines
- Choice Prediction With Semidefinite Optimization When Utilities are Correlated
- Optimal Distributed Online Prediction using Mini-Batches
- High-dimensional integration: The quasi-Monte Carlo way
- Diagonal Equivalence to Matrices with Prescribed Row and Column Sums
- A Stochastic Approximation Method
- Optimal Transport
- Stochastic finance. An introduction in discrete time
- Scenario tree generation for multiperiod financial optimization of optimal discretization
This page was built for publication: Semi-discrete optimal transport: hardness, regularization and numerical solution