A numerical algorithm with linear complexity for Multi-marginal Optimal Transport with L1 Cost
Published in Submitted to CSIAM Transactions on Applied Mathmatics, 2024
Numerically solving multi-marginal optimal transport (MMOT) problems is computationally prohibitive, even for moderate-scale instances involving l larger than 4 marginals with support sizes of N larger than 1000.
Recommended citation: C. Chen, J. Chen, B. Luo, S. Jin and H. Wu. " A numerical algorithm with linear complexity for Multi-marginal Optimal Transport with L1 Cost." arXiv preprint arXiv:2405.19246 (2024). https://arxiv.org/pdf/2405.19246