Efficient and Exact Multimarginal Optimal Transport with Pairwise Costs

Abstract

In this paper, we address the numerical solution to the multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including image processing, density functional theory and machine learning, but yet lacks efficient and exact numerical methods. The popular entropy-regularized method may suffer numerical instability and blurring issues. Inspired by the back-and-forth method introduced by Jacobs and L\'{e}ger, we investigate MMOT problems with pairwise costs. First, such problems have a graphical representation and we prove equivalent MMOT problems that have a tree representation. Second, we introduce a noval algorithm to solve MMOT on a rooted tree, by gradient based method on the dual formulation. Last, we obtain accurate solutions which can be used for the regularization-free applications.