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.
Type de document :
Pré-publication, Document de travail
2015
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https://hal.inria.fr/hal-01112224
Contributeur : Jean-David Benamou <>
Soumis le : lundi 2 février 2015 - 14:34:31
Dernière modification le : jeudi 11 janvier 2018 - 06:12:26

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

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Citation

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

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