Interior point method in tensor optimal transport

Published 4 Oct 2023 in math.OC | (2310.02510v2)

Abstract: We study a tensor optimal transport (TOT) problem for $d\ge 2$ discrete measures. This is a linear programming problem on $d$-tensors. We introduces an interior point method (ipm) for $d$-TOT with a corresponding barrier function. Using a "short-step" ipm following central path within $\varepsilon$ precision we estimate the number of iterations.

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Authors (1)

Shmuel Friedland

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