NANov 13, 2014
Numerical methods for matching for teams and Wasserstein barycentersGuillaume Carlier, Adam Oberman, Edouard Oudet
Equilibrium multi-population matching (matching for teams) is a problem from mathematical economics which is related to multi-marginal optimal transport. A special but important case is the Wasserstein barycenter problem, which has applications in image processing and statistics. Two algorithms are presented: a linear programming algorithm and an efficient nonsmooth optimization algorithm, which applies in the case of the Wasserstein barycenters. The measures are approximated by discrete measures: convergence of the approximation is proved. Numerical results are presented which illustrate the efficiency of the algorithms.
OCAug 22, 2013
Minimal Dirichlet energy partitions for graphsBraxton Osting, Chris D. White, Edouard Oudet
Motivated by a geometric problem, we introduce a new non-convex graph partitioning objective where the optimality criterion is given by the sum of the Dirichlet eigenvalues of the partition components. A relaxed formulation is identified and a novel rearrangement algorithm is proposed, which we show is strictly decreasing and converges in a finite number of iterations to a local minimum of the relaxed objective function. Our method is applied to several clustering problems on graphs constructed from synthetic data, MNIST handwritten digits, and manifold discretizations. The model has a semi-supervised extension and provides a natural representative for the clusters as well.