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This article describes a set of methods for quickly computing the solution to the regularized optimal transport problem. It generalizes and improves upon the widely-used iterative Bregman projections algorithm (or Sinkhorn--Knopp…

Numerical Analysis · Mathematics 2021-04-02 Alexis Thibault , Lénaïc Chizat , Charles Dossal , Nicolas Papadakis

We propose a scalable approximate algorithm for the NP-hard maximum-weight independent set problem. The core component of our algorithm is a dual coordinate descent applied to a smoothed LP relaxation of the problem. This technique is…

Optimization and Control · Mathematics 2025-03-27 Stefan Haller , Bogdan Savchynskyy

We derive an explicit formula, as well as an efficient procedure, for constructing a generalized Jacobian for the projector of a given square matrix onto the Birkhoff polytope, i.e., the set of doubly stochastic matrices. To guarantee the…

Optimization and Control · Mathematics 2018-09-05 Xudong Li , Defeng Sun , Kim-Chuan Toh

In [Q. Liao et al., Commun. Math. Sci., 20(2022)], a linear-time Sinkhorn algorithm is developed based on dynamic programming, which significantly reduces the computational complexity involved in solving optimal transport problems. However,…

Optimization and Control · Mathematics 2025-03-25 Ziyuan Lyu , Zihao Wang , Hao Wu , Shuai Yang

In this work we study the method of Bregman projections for deterministic and stochastic convex feasibility problems with three types of control sequences for the selection of sets during the algorithmic procedure: greedy, random, and…

Optimization and Control · Mathematics 2021-01-06 Vladimir Kostic , Saverio Salzo

Optimal transport aims to estimate a transportation plan that minimizes a displacement cost. This is realized by optimizing the scalar product between the sought plan and the given cost, over the space of doubly stochastic matrices. When…

While the optimal transport (OT) problem was originally formulated as a linear program, the addition of entropic regularization has proven beneficial both computationally and statistically, for many applications. The Sinkhorn fixed-point…

Machine Learning · Statistics 2023-04-06 James Thornton , Marco Cuturi

In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…

Optimization and Control · Mathematics 2017-09-27 Pavel Dvurechensky , Alexander Gasnikov , Sergey Omelchenko , Alexander Tiurin

The optimal mass transport problem gives a geometric framework for optimal allocation, and has recently gained significant interest in application areas such as signal processing, image processing, and computer vision. Even though it can be…

Optimization and Control · Mathematics 2018-02-07 Johan Karlsson , Axel Ringh

This article details a general numerical framework to approximate so-lutions to linear programs related to optimal transport. The general idea is to introduce an entropic regularization of the initial linear program. This regularized…

Numerical Analysis · Mathematics 2014-12-17 Jean-David Benamou , Guillaume Carlier , Marco Cuturi , Luca Nenna , Gabriel Peyré

We introduce in this paper a novel strategy for efficiently approximating the Sinkhorn distance between two discrete measures. After identifying neglectable components of the dual solution of the regularized Sinkhorn problem, we propose to…

Machine Learning · Statistics 2020-01-22 Mokhtar Z. Alaya , Maxime Bérar , Gilles Gasso , Alain Rakotomamonjy

We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn…

Data Structures and Algorithms · Computer Science 2021-07-27 Tianyi Lin , Nhat Ho , Michael I. Jordan

Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…

Optimization and Control · Mathematics 2024-03-11 Xun Tang , Holakou Rahmanian , Michael Shavlovsky , Kiran Koshy Thekumparampil , Tesi Xiao , Lexing Ying

The JKO scheme is a time-discrete scheme of implicit Euler type that allows to construct weak solutions of evolution PDEs which have a Wasserstein gradient structure. The purpose of this work is to study the effect of replacing the…

Analysis of PDEs · Mathematics 2025-02-19 Aymeric Baradat , Anastasiia Hraivoronska , Filippo Santambrogio

Solving point-wise feature correspondence in visual data is a fundamental problem in computer vision. A powerful model that addresses this challenge is to formulate it as graph matching, which entails solving a Quadratic Assignment Problem…

Computer Vision and Pattern Recognition · Computer Science 2024-10-23 Yongqing Liang , Huijun Han , Xin Li

Sinkhorn algorithm is the de-facto standard approximation algorithm for optimal transport, which has been applied to a variety of applications, including image processing and natural language processing. In theory, the proof of its…

Data Structures and Algorithms · Computer Science 2025-01-14 Kazuki Watanabe , Noboru Isobe

In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…

Optimization and Control · Mathematics 2025-07-17 Vishwak Srinivasan , Qijia Jiang

The Sinkhorn algorithm is a numerical method for the solution of optimal transport problems. Here, I give a brief survey of this algorithm, with a strong emphasis on its geometric origin: it is natural to view it as a discretization, by…

Numerical Analysis · Mathematics 2025-08-12 Klas Modin

In 2013, Cuturi [Cut13] introduced the Sinkhorn algorithm for matrix scaling as a method to compute solutions to regularized optimal transport problems. In this paper, aiming at a better convergence rate for a high accuracy solution, we…

Data Structures and Algorithms · Computer Science 2023-04-06 Jingbang Chen , Li Chen , Yang P. Liu , Richard Peng , Arvind Ramaswami

Optimal transport (OT) is a widely used tool in machine learning, but computing high-accuracy solutions for large instances remains costly. Entropic regularization and the Sinkhorn algorithm improve scalability; however, when the…

Machine Learning · Computer Science 2026-05-12 Di Wu , Ling Liang , Haizhao Yang
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