Kantorovich Distance via Spanning Trees: Properties and Algorithms

Abstract: We study optimal transport between probability measures supported on the same finite metric space, where the ground cost is a distance induced by a weighted connected graph. Building on recent work showing that the resulting Kantorovich distance can be expressed as a minimization problem over the set of spanning trees of this underlying graph, we investigate the implications of this reformulation on the construction of an optimal transport plan and a dual potential based on the solution of such an optimization problem. In this setting, we derive an explicit formula for the Kantorovich potential in terms of the imbalanced cumulative mass (a generalization of the cumulative distribution in R) along an optimal spanning tree solving such a minimization problem, under a weak non-degeneracy condition on the pair of measures that guarantees the uniqueness of a dual potential. Our second contribution establishes the existence of an optimal transport plan that can be computed efficiently by a dynamic programming procedure once an optimal spanning tree is known. Finally, we propose a stochastic algorithm based on simulated annealing on the space of spanning trees to compute such an optimal spanning tree. Numerical experiments illustrate the theoretical results and demonstrate the practical relevance of the proposed approach for optimal transport on finite metric spaces.