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3954. Multiscale optimal mass transport
Invited abstract in session WC-4: Applications of Mixed-Integer and Nonconvex Optimization 1, stream MINLP.
Wednesday, 12:30-14:00Room: 1001 (building: 202)
Authors (first author is the speaker)
| 1. | Martin Ryner
|
| KTH Royal Institute of Technology |
Abstract
We present a simple to implement multiscale entropy regularized Optimal mass transport solver using wavelet decomposition. The framework iteratively gives the user approximations to the optimal solution at a coarse to fine resolution and is particularly of interest for large scale problems with continuous costs and marginals. We discuss convergence, computational cost and show some examples.
Keywords
- Programming, Mixed-Integer
- Large Scale Optimization
- Programming, Linear
Status: accepted
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