Randomized methods for computing optimal transport without regularization and their convergence analysis
From MaRDI portal
Publication:6571381
DOI10.1007/S10915-024-02570-WzbMATH Open1545.65053MaRDI QIDQ6571381FDOQ6571381
Zhongjian Wang, Yue Xie, Zhiwen Zhang
Publication date: 12 July 2024
Published in: Journal of Scientific Computing (Search for Journal in Brave)
convex optimizationoptimal transportconvergence analysisdeep particle methodrandom block coordinate descent
Numerical mathematical programming methods (65K05) Convex programming (90C25) Optimal transportation (49Q22) Stochastic particle methods (65C35)
Cites Work
- A Relationship Between Arbitrary Positive Matrices and Doubly Stochastic Matrices
- Title not available (Why is that?)
- Computational Optimal Transport: With Applications to Data Science
- On the \(O(1/n)\) convergence rate of the Douglas-Rachford alternating direction method
- Scaling algorithms for unbalanced optimal transport problems
- Polar factorization and monotone rearrangement of vector‐valued functions
- Convolutional Wasserstein distances: efficient optimal transportation on geometric domains
- A coordinate gradient descent method for nonsmooth separable minimization
- A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
- The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent
- Block-coordinate gradient descent method for linearly constrained nonsmooth separable optimization
- Title not available (Why is that?)
- The Variational Formulation of the Fokker--Planck Equation
- Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
- Parallel coordinate descent methods for big data optimization
- Efficiency of coordinate descent methods on huge-scale optimization problems
- Title not available (Why is that?)
- Parallel Random Coordinate Descent Method for Composite Minimization: Convergence Analysis and Error Bounds
- Monotone and consistent discretization of the Monge-Ampère operator
- The 2-coordinate descent method for solving double-sided simplex constrained minimization problems
- Iterative Bregman Projections for Regularized Transportation Problems
- A coordinate gradient descent method for linearly constrained smooth optimization and support vector machines training
- On the Convergence of Block Coordinate Descent Type Methods
- Optimal mass transport for registration and warping
- Numerical solution of the optimal transportation problem using the Monge-Ampère equation
- On the complexity analysis of randomized block-coordinate descent methods
- Efficient numerical methods for entropy-linear programming problems
- A sparse multiscale algorithm for dense optimal transport
- Random block coordinate descent methods for linearly constrained optimization over networks
- Randomized sketch descent methods for non-separable linearly constrained optimization
- A geometric view of optimal transportation and generative model
- Computations of optimal transport distance with Fisher information regularization
- Title not available (Why is that?)
- An investigation of Newton-Sketch and subsampled Newton methods
- Alternating minimization methods for strongly convex optimization
- Worst-case complexity of cyclic coordinate descent: \(O(n^2)\) gap with randomized version
- Title not available (Why is that?)
- Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems
- Tractable ADMM schemes for computing KKT points and local minimizers for \(\ell_0\)-minimization problems
- Domain decomposition for entropy regularized optimal transport
- SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs
- A multiscale semi-smooth Newton method for optimal transport
- DeepParticle: learning invariant measure by a deep neural network minimizing Wasserstein distance on data generated from an interacting particle method
- Fast Iterative Solution of the Optimal Transport Problem on Graphs
- Computation of optimal transport with finite volumes
- Matrix Balancing Based Interior Point Methods for Point Set Matching Problems
- An Interior Point–Inspired Algorithm for Linear Programs Arising in Discrete Optimal Transport
This page was built for publication: Randomized methods for computing optimal transport without regularization and their convergence analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6571381)