Algorithms for constrained optimal transport

Autor:	Corless, Martin, Quinn, Anthony, Boufelja, Sarah, Shorten, Robert
Rok vydání:	2024
Předmět:	Mathematics - Optimization and Control Mathematics - Dynamical Systems
Druh dokumentu:	Working Paper
Popis:	We derive iterative scaling algorithms of the Sinkhorn-Knopp (SK) type for constrained optimal transport. The constraints are in the form of prior-imposed zeroes in the transport plan. Based on classical Bregman arguments, we prove asymptotic convergence of our algorithms to a unique optimal solution. New insights obtained from the convergence proof are highlighted. An example from electrical vehicle charging in a smart city context is outlined, in which the prior zero-constraints prevent energy from being transported from some providers to some vehicles. Comment: Submitted for publication
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2404.00003 Zobrazit plný text záznamu View this record from Arxiv