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Polynomial-time algorithms for Multimarginal Optimal Transport problems with structure
[article]
2021
arXiv
pre-print
Multimarginal Optimal Transport (MOT) has attracted significant interest due to applications in machine learning, statistics, and the sciences. However, in most applications, the success of MOT is severely limited by a lack of efficient algorithms. Indeed, MOT in general requires exponential time in the number of marginals k and their support sizes n. This paper develops a general theory about what "structure" makes MOT solvable in poly(n,k) time. We develop a unified algorithmic framework for
arXiv:2008.03006v3
fatcat:i3iz4krphremxiihr4beiw5nue