Numerical methods for matching for teams and Wasserstein barycenters

Abstract : Equilibrium multi-population matching (matching for teams) is a problem from mathematical economics which is related to multi-marginal optimal transport. A special but important case is the Wasserstein barycenter problem, which has applications in image processing and statistics. Two algorithms are presented: a linear programming algorithm and an efficient nonsmooth optimization algorithm, which applies in the case of the Wasserstein barycenters. The measures are approximated by discrete measures: convergence of the approximation is proved. Numerical results are presented which illustrate the efficiency of the algorithms.
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Pré-publication, Document de travail
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Contributeur : Jean-David Benamou <>
Soumis le : lundi 2 février 2015 - 14:34:31
Dernière modification le : vendredi 25 mai 2018 - 12:02:06

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  • HAL Id : hal-01112224, version 1
  • ARXIV : 1411.3602



Guillaume Carlier, Edouard Oudet, Adam Oberman. Numerical methods for matching for teams and Wasserstein barycenters. 2015. 〈hal-01112224〉



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