On Multimarginal Partial Optimal Transport: Equivalent Forms and Computational Complexity

Khang Le · Huy Nguyen · Khai Nguyen · Tung Pham · Nhat Ho

[ Abstract ]
Tue 29 Mar 1 a.m. PDT — 2:30 a.m. PDT

Abstract: We study the multi-marginal partial optimal transport (POT) problem between $m$ discrete (unbalanced) measures with at most $n$ supports. We first prove that we can obtain two equivalent forms of the multimarginal POT problem in terms of the multimarginal optimal transport problem via novel extensions of cost tensors. The first equivalent form is derived under the assumptions that the total masses of each measure are sufficiently close while the second equivalent form does not require any conditions on these masses but at the price of more sophisticated extended cost tensor. Our proof techniques for obtaining these equivalent forms rely on novel procedures of moving mass in graph theory to push transportation plan into appropriate regions. Finally, based on the equivalent forms, we develop an optimization algorithm, named the ApproxMPOT algorithm, that builds upon the Sinkhorn algorithm for solving the entropic regularized multimarginal optimal transport. We demonstrate that the ApproxMPOT algorithm can approximate the optimal value of multimarginal POT problem with a computational complexity upper bound of the order $\bigOtil(m^3(n+1)^{m}/ \varepsilon^2)$ where $\varepsilon > 0$ stands for the desired tolerance.

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