A Network Simplex Framework For Discrete Unbalanced Optimal Transport

Abstract

The network simplex method is a classical algorithm for minimum cost flow problems formulated as linear programs, that has attracted recent interest from the optimal transport community. Indeed, discrete optimal transport is a subclass of minimum cost flow for which network simplex techniques compute exact solutions while leveraging the inherent problem sparsity. However, extending these approaches to other, nonlinear optimal transport formulations has yet to be thoroughly investigated. In this paper, we adapt the network simplex algorithm to unbalanced optimal transport. Our proposed framework is applicable to various unbalanced formulations, and can be implemented explicitly in the most common cases, including semi-unbalanced optimal transport. The resulting algorithms are memory-efficient, and perform competitively with existing approaches, as shown by our experiments on a range of transport and barycenter calculations.