The GenCol Algorithm for High-Dimensional Optimal Transport: General Formulation and Application to Barycenters and Wasserstein Splines

被引：2
|
作者：
Friesecke, Gero [1 ]
Penka, Maximilian [1 ]
机构：
[1] Tech Univ Munich, Dept Math, Munich, Germany
来源：
SIAM JOURNAL ON MATHEMATICS OF DATA SCIENCE | 2023年 / 5卷 / 04期
关键词：
optimal transport; column generation; high dimension; genetic algorithm; MULTIMARGINAL OPTIMAL TRANSPORT; COMPUTATION; MAPS;
D O I：
10.1137/22M1524254
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We extend the recently introduced genetic column generation algorithm for high-dimensional multimarginal optimal transport from symmetric to general problems. We use the algorithm to calculate accurate mesh-free Wasserstein barycenters and cubic Wasserstein splines.
引用
收藏
页码：899 / 919
页数：21
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