Convergence proof for the GenCol algorithm in the case of two-marginal optimal transport
Convergence proof for the GenCol algorithm in the case of two-marginal optimal transport
The recently introduced Genetic Column Generation (GenCol) algorithm has been numerically observed to efficiently and accurately compute high-dimensional optimal transport (OT) plans for general multi-marginal problems, but theoretical results on the algorithm have hitherto been lacking. The algorithm solves the OT linear program on a dynamically updated low-dimensional submanifold consisting …