Linear programming;
Toric geometry;
Entropic regularization;
MARTINGALE OPTIMAL TRANSPORT;
ALGORITHMS;
D O I:
10.1016/j.jsc.2023.102221
中图分类号:
TP301 [理论、方法];
学科分类号:
081202 ;
摘要:
Entropic regularization is a method for large-scale linear program-ming. Geometrically, one traces intersections of the feasible poly -tope with scaled toric varieties, starting at the Birch point. We compare this to log-barrier methods, with reciprocal linear spaces, starting at the analytic center. We revisit entropic regularization for unbalanced optimal transport, and we develop the use of optimal conic couplings. We compute the degree of the associated toric variety, and we explore algorithms like iterative scaling.(c) 2023 Elsevier Ltd. All rights reserved.
机构:
Inst Nacl Pesquisas Espaciais, BR-12201970 Sao Jose Dos Campos, SP, BrazilInst Nacl Pesquisas Espaciais, BR-12201970 Sao Jose Dos Campos, SP, Brazil
Ramos, FM
Velho, HFC
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Inst Nacl Pesquisas Espaciais, BR-12201970 Sao Jose Dos Campos, SP, BrazilInst Nacl Pesquisas Espaciais, BR-12201970 Sao Jose Dos Campos, SP, Brazil
Velho, HFC
Carvalho, JC
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Inst Nacl Pesquisas Espaciais, BR-12201970 Sao Jose Dos Campos, SP, BrazilInst Nacl Pesquisas Espaciais, BR-12201970 Sao Jose Dos Campos, SP, Brazil
Carvalho, JC
Ferreira, NJ
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Inst Nacl Pesquisas Espaciais, BR-12201970 Sao Jose Dos Campos, SP, BrazilInst Nacl Pesquisas Espaciais, BR-12201970 Sao Jose Dos Campos, SP, Brazil
机构:
Dipartimento di Matematica e Applicazioni, Università di Napoli Federico II, Via Claudio 21, NaplesDipartimento di Matematica e Applicazioni, Università di Napoli Federico II, Via Claudio 21, Naples
Mallozzi L.
Pardalos P.M.
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机构:
Department of Industrial and Systems Engineering, Center for Applied Optimization, University of Florida, Gainesville, 32611-6595, FLDipartimento di Matematica e Applicazioni, Università di Napoli Federico II, Via Claudio 21, Naples
机构:
Univ Roma La Sapienza, Dipartimento Matemat G Castelnuovo, I-00100 Rome, ItalyUniv Roma La Sapienza, Dipartimento Matemat G Castelnuovo, I-00100 Rome, Italy
De Concini, C
Procesi, C
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Univ Roma La Sapienza, Dipartimento Matemat G Castelnuovo, I-00100 Rome, ItalyUniv Roma La Sapienza, Dipartimento Matemat G Castelnuovo, I-00100 Rome, Italy