The GenCol algorithm for high-dimensional optimal transport: general formulation and application to barycenters and Wasserstein splines
- Resource Type
- Working Paper
- Authors
- Friesecke, Gero; Penka, Maximilian
- Source
- Subject
- Mathematics - Numerical Analysis
Computer Science - Machine Learning
Mathematics - Optimization and Control
- Language
We extend the recently introduced genetic column generation algorithm for high-dimensional multi-marginal optimal transport from symmetric to general problems. We use the algorithm to calculate accurate mesh-free Wasserstein barycenters and cubic Wasserstein splines.