Numerical methods for matching for teams and Wasserstein barycenters - Archive ouverte HAL
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⟩
682 Consultations
285 Téléchargements

Altmetric

Partager

More