On the complexity of approximating multimarginal optimal transport

T Lin, N Ho, M Cuturi, MI Jordan - Journal of Machine Learning Research, 2022 - jmlr.org
We study the complexity of approximating the multimarginal optimal transport (MOT)
distance, a generalization of the classical optimal transport distance, considered here …

Polynomial-time algorithms for multimarginal optimal transport problems with structure

JM Altschuler, E Boix-Adsera - Mathematical Programming, 2023 - Springer
Abstract Multimarginal Optimal Transport (MOT) has attracted significant interest due to
applications in machine learning, statistics, and the sciences. However, in most applications …

The multimarginal optimal transport formulation of adversarial multiclass classification

NG Trillos, M Jacobs, J Kim - Journal of Machine Learning Research, 2023 - jmlr.org
We study a family of adversarial multiclass classification problems and provide equivalent
reformulations in terms of: 1) a family of generalized barycenter problems introduced in the …

Hardness results for multimarginal optimal transport problems

JM Altschuler, E Boix-Adsera - Discrete Optimization, 2021 - Elsevier
Abstract Multimarginal Optimal Transport (MOT) is the problem of linear programming over
joint probability distributions with fixed marginals. A key issue in many applications is the …

On a combination of alternating minimization and Nesterov's momentum

S Guminov, P Dvurechensky… - … on machine learning, 2021 - proceedings.mlr.press
Alternating minimization (AM) procedures are practically efficient in many applications for
solving convex and non-convex optimization problems. On the other hand, Nesterov's …

[HTML][HTML] First-order methods for convex optimization

P Dvurechensky, S Shtern, M Staudigl - EURO Journal on Computational …, 2021 - Elsevier
First-order methods for solving convex optimization problems have been at the forefront of
mathematical optimization in the last 20 years. The rapid development of this important class …

Sliced multi-marginal optimal transport

S Cohen, A Terenin, Y Pitcan, B Amos… - arXiv preprint arXiv …, 2021 - arxiv.org
Multi-marginal optimal transport enables one to compare multiple probability measures,
which increasingly finds application in multi-task learning problems. One practical limitation …

Distributed optimization with quantization for computing wasserstein barycenters

R Krawtschenko, CA Uribe, A Gasnikov… - arXiv preprint arXiv …, 2020 - arxiv.org
We study the problem of the decentralized computation of entropy-regularized semi-discrete
Wasserstein barycenters over a network. Building upon recent primal-dual approaches, we …

Feasible approximation of matching equilibria for large-scale matching for teams problems

A Neufeld, Q Xiang - arXiv preprint arXiv:2308.03550, 2023 - arxiv.org
We propose a numerical algorithm for computing approximately optimal solutions of the
matching for teams problem. Our algorithm is efficient for problems involving a large number …

Batch Greenkhorn Algorithm for Entropic-Regularized Multimarginal Optimal Transport: Linear Rate of Convergence and Iteration Complexity

VR Kostic, S Salzo, M Pontil - International Conference on …, 2022 - proceedings.mlr.press
In this work we propose a batch multimarginal version of the Greenkhorn algorithm for the
entropic-regularized optimal transport problem. This framework is general enough to cover …