Convergence proof for the GenCol algorithm in the case of two-marginal optimal transport

DOI10.1090/mcom/3968MaRDI QIDQ6622390

Unnamed Author, Gero Friesecke

Publication date: 22 October 2024

Published in: Mathematics of Computation (Search for Journal in Brave)

zbMATH Keywords

convergencecolumn generationgenetic algorithmoptimal transport

Mathematics Subject Classification ID

Evolutionary algorithms, genetic algorithms (computational aspects) (68W50) Large-scale problems in mathematical programming (90C06) Numerical optimization and variational techniques (65K10)

Cites Work

• On the scaling of multidimensional matrices
• Hardness results for multimarginal optimal transport problems
• Optimal transport for applied mathematicians. Calculus of variations, PDEs, and modeling
• The Cutting Plane Method is Polynomial for Perfect Matchings
• Polar factorization and monotone rearrangement of vector‐valued functions
• Genetic Column Generation: Fast Computation of High-Dimensional Multimarginal Optimal Transport Problems
• Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems
• Selected Topics in Column Generation
• 2022 IEEE 63rd Annual Symposium on Foundations of Computer Science (FOCS)
• The GenCol Algorithm for High-Dimensional Optimal Transport: General Formulation and Application to Barycenters and Wasserstein Splines
• Low-Rank Tensor Approximations for Solving Multimarginal Optimal Transport Problems

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