Polynomial-Time Solvers for the Discrete ∞-Optimal Transport Problems

04/26/2023

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by   Meyer Scetbon, et al.

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In this note, we propose polynomial-time algorithms solving the Monge and Kantorovich formulations of the ∞-optimal transport problem in the discrete and finite setting. It is the first time, to the best of our knowledge, that efficient numerical methods for these problems have been proposed.