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Polynomial-Time Solvers for the Discrete $\infty$-Optimal Transport Problems (2304.13467v1)

Published 26 Apr 2023 in math.OC and cs.LG

Abstract: In this note, we propose polynomial-time algorithms solving the Monge and Kantorovich formulations of the $\infty$-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.

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