Numerical methods for matching for teams and Wasserstein barycenters - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Article Dans Une Revue ESAIM: Mathematical Modelling and Numerical Analysis Année : 2015

Numerical methods for matching for teams and Wasserstein barycenters

Résumé

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.
Fichier principal
Vignette du fichier
BaryCenterCOO8.pdf (1.75 Mo) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00987292 , version 1 (05-05-2014)

Identifiants

Citer

Guillaume Carlier, Adam Oberman, Edouard Oudet. Numerical methods for matching for teams and Wasserstein barycenters. ESAIM: Mathematical Modelling and Numerical Analysis, 2015, Special Issue - Optimal Transport, 49 (6), pp.1621-1642. ⟨10.1051/m2an/2015033⟩. ⟨hal-00987292⟩
658 Consultations
255 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More