Algorithms for constrained optimal transport
Fuente:
arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866910392262852608 |
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| author | Corless, Martin Quinn, Anthony Boufelja, Sarah Shorten, Robert |
| author_facet | Corless, Martin Quinn, Anthony Boufelja, Sarah Shorten, Robert |
| contents | We derive iterative scaling algorithms of the Sinkhorn-Knopp (SK) type for constrained optimal transport. The constraints are in the form of prior-imposed zeroes in the transport plan. Based on classical Bregman arguments, we prove asymptotic convergence of our algorithms to a unique optimal solution. New insights obtained from the convergence proof are highlighted. An example from electrical vehicle charging in a smart city context is outlined, in which the prior zero-constraints prevent energy from being transported from some providers to some vehicles. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_00003 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Algorithms for constrained optimal transport Corless, Martin Quinn, Anthony Boufelja, Sarah Shorten, Robert Optimization and Control Dynamical Systems We derive iterative scaling algorithms of the Sinkhorn-Knopp (SK) type for constrained optimal transport. The constraints are in the form of prior-imposed zeroes in the transport plan. Based on classical Bregman arguments, we prove asymptotic convergence of our algorithms to a unique optimal solution. New insights obtained from the convergence proof are highlighted. An example from electrical vehicle charging in a smart city context is outlined, in which the prior zero-constraints prevent energy from being transported from some providers to some vehicles. |
| title | Algorithms for constrained optimal transport |
| topic | Optimization and Control Dynamical Systems |
| url | https://arxiv.org/abs/2404.00003 |