Genetic Column Generation: Fast Computation of High-Dimensional Multimarginal Optimal Transport Problems
Genetic Column Generation: Fast Computation of High-Dimensional Multimarginal Optimal Transport Problems
We introduce a simple, accurate, and extremely efficient method for numerically solving multimarginal optimal transport (MMOT) problems arising in density functional theory. The method relies on (i) the sparsity of optimal plans (for $N$ marginals discretized by $\ell$ gridpoints each, general Kantorovich plans require $\ell^N$ gridpoints, but the support of …