The GenCol algorithm for high-dimensional optimal transport: general formulation and application to barycenters and Wasserstein splines

09/19/2022

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by   Gero Friesecke, et al.

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We extend the recently introduced genetic column generation algorithm for high-dimensional multi-marginal optimal transport from symmetric to general problems. We use the algorithm to calculate accurate mesh-free Wasserstein barycenters and cubic Wasserstein splines.