Accelerating the sinkhorn algorithm for sparse multi-marginal optimal transport via fast fourier transforms

HIGHLIGHTS

  • who: Fatima Antarou Ba and Michael Quellmalz from the Institute of Mathematics, Technische Universität Berlin, Straße des Juni, Berlin, Germany have published the research work: Accelerating the Sinkhorn Algorithm for Sparse Multi-Marginal Optimal Transport via Fast Fourier Transforms, in the Journal: Algorithms 2022, 15, 311. of /2022/
  • what: The authors focus on the discrete MOT problem with squared Euclidean norm cost functions and the numerical solution of the corresponding entropy-regularized problem, using the Sinkhorn algorithm. The authors investigate sparsely structured cost functions that decouple according to a tree or circle in . . .

     

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