Talk: Bernhard Schmitzer

On Feb. 23, 15:15 h, Dr. Bernhard Schmitzer from CEREMADE of the Dauphine Université Paris will give a talk on "A Sparse Multi-Scale Algorithm for Dense Optimal Transport".

Location: MIC-Arena, Maria-Goeppert-Str. 3, 23562 Lübeck

Title: A Sparse Multi-Scale Algorithm for Dense Optimal Transport

Abstract: Discrete optimal transport solvers do not scale well on dense large problems since they do not explicitly exploit the geometric structure of the cost function. In analogy to continuous optimal transport we provide a framework to verify global optimality of a discrete transport plan locally.
This allows construction of an algorithm to solve large dense problems by considering a sequence of sparse problems instead. The algorithm lends itself to being combined with a hierarchical multi-scale scheme. Any existing discrete solver can be used as internal black-box. Several cost functions, including the noisy squared Euclidean distance, can be handled. We observe a significant reduction of run-time and memory requirements.