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Optimal transport induces the Earth Mover's (Wasserstein) distance between probability distributions, a geometric divergence that is relevant to a wide range of problems. Over the last decade, two relaxations of optimal transport have been…

Optimization and Control · Mathematics 2023-01-18 Thibault Séjourné , Jean Feydy , François-Xavier Vialard , Alain Trouvé , Gabriel Peyré

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

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

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 Sinkhorn algorithm has emerged as a powerful tool for solving optimal transport problems, finding applications in various domains such as machine learning, image processing, and computational biology. Despite its widespread use, the…

Optimization and Control · Mathematics 2024-05-28 Jose Rafael Espinosa Mena

We introduce a new class of convex-regularized Optimal Transport losses, which generalizes the classical Entropy-regularization of Optimal Transport and Sinkhorn divergences, and propose a generalized Sinkhorn algorithm. Our framework…

Optimization and Control · Mathematics 2020-07-03 Simone Di Marino , Augusto Gerolin

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

Optimization and Control · Mathematics 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

Optimal transport is an important tool in machine learning, allowing to capture geometric properties of the data through a linear program on transport polytopes. We present a single-loop optimization algorithm for minimizing general convex…

Machine Learning · Computer Science 2023-06-21 Marin Ballu , Quentin Berthet

Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…

Machine Learning · Statistics 2014-03-25 Marco Cuturi

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

This chapter describes techniques for the numerical resolution of optimal transport problems. We will consider several discretizations of these problems, and we will put a strong focus on the mathematical analysis of the algorithms to solve…

Numerical Analysis · Mathematics 2020-03-03 Quentin Merigot , Boris Thibert

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

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

In this paper, we propose the optimal production transport model, which is an extension of the classical optimal transport model. We observe in economics, the production of the factories can always be adjusted within a certain range, while…

Optimization and Control · Mathematics 2025-07-02 Jie Fan , Tianhao Wu , Hao Wu

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…

We provide a computational complexity analysis for the Sinkhorn algorithm that solves the entropic regularized Unbalanced Optimal Transport (UOT) problem between two measures of possibly different masses with at most $n$ components. We show…

Computational Complexity · Computer Science 2020-11-20 Khiem Pham , Khang Le , Nhat Ho , Tung Pham , Hung Bui

This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…

Optimization and Control · Mathematics 2017-05-23 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

We study the optimal transport problem for $d>2$ discrete measures. This is a linear programming problem on $d$-tensors. It gives a way to compute a "distance" between two sets of discrete measures. We introduce an entropic regularization…

Computer Vision and Pattern Recognition · Computer Science 2021-07-27 Shmuel Friedland

We consider the fundamental problem of sampling the optimal transport coupling between given source and target distributions. In certain cases, the optimal transport plan takes the form of a one-to-one mapping from the source support to the…

Machine Learning · Computer Science 2025-10-28 Mara Daniels , Tyler Maunu , Paul Hand

The Sinkhorn algorithm is a widely used method for solving the optimal transport problem, and the Greenkhorn algorithm is one of its variants. While there are modified versions of these two algorithms whose computational complexities are…

Optimization and Control · Mathematics 2023-10-20 Jianzhou Luo , Dingchuan Yang , Ke Wei
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