Title
Quadratically Regularized Optimal Transport on Graphs
Abstract
Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to express challenging tasks involving matching supply to demand with minimal shipment expense; in discrete language, these become minimum-cost network flow problems. Regularization typically is needed to ensure uniqueness for the linear ground distance case and to improve optimization convergence. In this paper, we characterize a quadratic regularizer for transport with linear ground distance over a graph. We theoretically analyze the behavior of quadratically regularized graph transport, characterizing how regularization affects the structure of flows in the regime of small but nonzero regularization. We further exploit elegant second-order structure in the dual of this problem to derive an easily implemented Newton-type optimization algorithm.
Year
DOI
Venue
2018
10.1137/17M1132665
SIAM JOURNAL ON SCIENTIFIC COMPUTING
Keywords
Field
DocType
optimal transportation,graphs,matching,flow
Convergence (routing),Flow network,Discrete mathematics,Uniqueness,Mathematical optimization,Quadratic growth,Quadratic equation,Probability distribution,Regularization (mathematics),Mathematics,Regularization perspectives on support vector machines
Journal
Volume
Issue
ISSN
40
4
1064-8275
Citations 
PageRank 
References 
1
0.35
14
Authors
2
Name
Order
Citations
PageRank
Montacer Essid110.35
Justin Solomon282748.48