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Cited by 336

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Scaling algorithms for unbalanced optimal transport problems

Open access
Chizat, Lénaïc, Peyré, Gabriel, Schmitzer, Bernhard, Vialard, François-Xavier·2018·Mathematics of Computation

Abstract

This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for many applications to be able to compute some sort of relaxed transportation between arbitrary positive measures. A generic class of such “unbalanced” optimal transport problems has been recently proposed by several authors. In this paper, we show how to extend the now classical entropic regularization scheme to these unbalanced problems. This gives rise to fast, highly parallelizable algorithms that operate by performing only diagonal scaling (i.e., pointwise multiplications) of the transportation couplings. They are generalizations of the celebrated Sinkhorn algorithm. We show how these methods can be used to solve unbalanced transport, unbalanced gradient flows, and to compute unbalanced barycenters. We showcase applications to 2-D shape modification, color transfer, and growth models.

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Metadata

Authors
Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F.-X.
Venue
Mathematics of Computation
Published
2018-02-06
Volume
87
Issue
314
Pages
2563-2609
ISSN
  • 0025-5718 (ISSN-L)
  • 1088-6842
OpenAlex
W2724892359
Cited by
336
References
52
FWCI
27.48
Type
journal article
Language
en
Open access
bronze

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CoChat. (2026). Citation check: Scaling algorithms for unbalanced optimal transport problems. https://app.cochat.ai/papers/10.1090/mcom/3303
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Chizat, L., Peyré, G., Schmitzer, B., & Vialard, F.-X. (2018). Scaling algorithms for unbalanced optimal transport problems. Mathematics of Computation. https://doi.org/10.1090/mcom/3303

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