Domain decomposition for entropic unbalanced optimal transport

Abstract

Solving large scale entropic optimal transport problems with the Sinkhorn algorithm remains challenging, and domain decomposition has been shown to be an efficient strategy for problems on large grids. Unbalanced optimal transport is a versatile variant of the balanced transport problem and its entropic regularization can be solved with an adapted Sinkhorn algorithm. However, it is a priori unclear how to apply domain decomposition to unbalanced problems since the independence of the cell problems is lost. In this article we show how this difficulty can be overcome at a theoretical and practical level and demonstrate with experiments that domain decomposition is also viable and efficient on large unbalanced entropic transport problems.