相关论文: Sinkhorn Algorithm for Lifted Assignment Problems

Solving the distributional worst-case in the distributionally robust optimization problem is equivalent to finding the projection onto the intersection of simplex and singly linear inequality constraint. This projection is a key component…

This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…

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…

Scaling algorithms for entropic transport-type problems have become a very popular numerical method, encompassing Wasserstein barycenters, multi-marginal problems, gradient flows and unbalanced transport. However, a standard implementation…

In this work, we introduce two algorithmic frameworks, named Bregman extragradient method and Bregman extrapolation method, for solving saddle point problems. The proposed frameworks not only include the well-known extragradient and…

The sketch-and-project, as a general archetypal algorithm for solving linear systems, unifies a variety of randomized iterative methods such as the randomized Kaczmarz and randomized coordinate descent. However, since it aims to find a…

Joint object matching, also known as multi-image matching, namely, the problem of finding consistent partial maps among all pairs of objects within a collection, is a crucial task in many areas of computer vision. This problem subsumes…

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…

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…

This paper introduces generalized Bregman projection algorithms for solving nonlinear split feasibility problems (SF P s) in infinitedimensional Hilbert spaces. The methods integrate Bregman projections, proximal gradient steps, and…

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…

We consider the graph alignment problem, wherein the objective is to find a vertex correspondence between two graphs that maximizes the edge overlap. The graph alignment problem is an instance of the quadratic assignment problem (QAP),…

By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…

This thesis explores algorithmic applications and limitations of convex relaxation hierarchies for approximating some discrete and continuous optimization problems. - We show a dichotomy of approximability of constraint satisfaction…

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…

Disjointly constrained multilinear programming concerns the problem of maximizing a multilinear function on the product of finitely many disjoint polyhedra. While maximizing a linear function on a polytope (linear programming) is known to…

The training of deep neural networks predominantly relies on a combination of gradient-based optimisation and back-propagation for the computation of the gradient. While incredibly successful, this approach faces challenges such as…

Sinkhorn algorithm has been used pervasively to approximate the solution to optimal transport (OT) and unbalanced optimal transport (UOT) problems. However, its practical application is limited due to the high computational complexity. To…

This work analyzes the inverse optimal transport (IOT) problem under Bregman regularization. We establish well-posedness results, including existence, uniqueness (up to equivalence classes of solutions), and stability, under several…

This article focuses on numerical efficiency of projection algorithms for solving linear optimization problems. The theoretical foundation for this approach is provided by the basic result that bounded finite dimensional linear optimization…