Kantorovich Distance via Spanning Trees: Properties and Algorithms

Fuente: arXiv
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Main Authors: Bigot, Jérémie, Fredes, Luis
Format: Preprint
Published: 2026
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author Bigot, Jérémie
Fredes, Luis
author_facet Bigot, Jérémie
Fredes, Luis
contents We study optimal transport between probability measures supported on the same finite metric space, where the ground cost is a distance induced by a weighted connected graph. Building on recent work showing that the resulting Kantorovich distance can be expressed as a minimization problem over the set of spanning trees of this underlying graph, we investigate the implications of this reformulation on the construction of an optimal transport plan and a dual potential based on the solution of such an optimization problem. In this setting, we derive an explicit formula for the Kantorovich potential in terms of the imbalanced cumulative mass (a generalization of the cumulative distribution in R) along an optimal spanning tree solving such a minimization problem, under a weak non-degeneracy condition on the pair of measures that guarantees the uniqueness of a dual potential. Our second contribution establishes the existence of an optimal transport plan that can be computed efficiently by a dynamic programming procedure once an optimal spanning tree is known. Finally, we propose a stochastic algorithm based on simulated annealing on the space of spanning trees to compute such an optimal spanning tree. Numerical experiments illustrate the theoretical results and demonstrate the practical relevance of the proposed approach for optimal transport on finite metric spaces.
format Preprint
id arxiv_https___arxiv_org_abs_2601_08396
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Kantorovich Distance via Spanning Trees: Properties and Algorithms
Bigot, Jérémie
Fredes, Luis
Optimization and Control
Data Structures and Algorithms
Probability
Statistics Theory
60C05, 62G05, 62G20
We study optimal transport between probability measures supported on the same finite metric space, where the ground cost is a distance induced by a weighted connected graph. Building on recent work showing that the resulting Kantorovich distance can be expressed as a minimization problem over the set of spanning trees of this underlying graph, we investigate the implications of this reformulation on the construction of an optimal transport plan and a dual potential based on the solution of such an optimization problem. In this setting, we derive an explicit formula for the Kantorovich potential in terms of the imbalanced cumulative mass (a generalization of the cumulative distribution in R) along an optimal spanning tree solving such a minimization problem, under a weak non-degeneracy condition on the pair of measures that guarantees the uniqueness of a dual potential. Our second contribution establishes the existence of an optimal transport plan that can be computed efficiently by a dynamic programming procedure once an optimal spanning tree is known. Finally, we propose a stochastic algorithm based on simulated annealing on the space of spanning trees to compute such an optimal spanning tree. Numerical experiments illustrate the theoretical results and demonstrate the practical relevance of the proposed approach for optimal transport on finite metric spaces.
title Kantorovich Distance via Spanning Trees: Properties and Algorithms
topic Optimization and Control
Data Structures and Algorithms
Probability
Statistics Theory
60C05, 62G05, 62G20
url https://arxiv.org/abs/2601.08396