Numerical methods for matching for teams and Wasserstein barycentersReport as inadecuate




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1 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision 2 Department of Mathematics and Statistics Mac Gill 3 EDP - Equations aux Dérivées Partielles LJK - Laboratoire Jean Kuntzmann

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.





Author: Guillaume Carlier - Adam Oberman - Edouard Oudet -

Source: https://hal.archives-ouvertes.fr/



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