Algorithms for constrained optimal transport
Optimization and Control
2024-04-02 v1 Dynamical Systems
Abstract
We derive iterative scaling algorithms of the Sinkhorn-Knopp (SK) type for constrained optimal transport. The constraints are in the form of prior-imposed zeroes in the transport plan. Based on classical Bregman arguments, we prove asymptotic convergence of our algorithms to a unique optimal solution. New insights obtained from the convergence proof are highlighted. An example from electrical vehicle charging in a smart city context is outlined, in which the prior zero-constraints prevent energy from being transported from some providers to some vehicles.
Cite
@article{arxiv.2404.00003,
title = {Algorithms for constrained optimal transport},
author = {Martin Corless and Anthony Quinn and Sarah Boufelja and Robert Shorten},
journal= {arXiv preprint arXiv:2404.00003},
year = {2024}
}
Comments
Submitted for publication