Solving a Special Type of Optimal Transport Problem by a Modified
Hungarian Algorithm
- URL: http://arxiv.org/abs/2210.16645v1
- Date: Sat, 29 Oct 2022 16:28:46 GMT
- Title: Solving a Special Type of Optimal Transport Problem by a Modified
Hungarian Algorithm
- Authors: Yiling Xie, Yiling Luo, Xiaoming Huo
- Abstract summary: We study a special type of transport (OT) problem and propose a modified Hungarian algorithm to solve it exactly.
For an OT problem between marginals with $m$ and $n$ atoms, the computational complexity of the proposed algorithm is $O(m2n)$.
- Score: 2.1485350418225244
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We observe that computing empirical Wasserstein distance in the independence
test is an optimal transport (OT) problem with a special structure. This
observation inspires us to study a special type of OT problem and propose a
modified Hungarian algorithm to solve it exactly. For an OT problem between
marginals with $m$ and $n$ atoms ($m\geq n$), the computational complexity of
the proposed algorithm is $O(m^2n)$. Computing the empirical Wasserstein
distance in the independence test requires solving this special type of OT
problem, where we have $m=n^2$. The associate computational complexity of our
algorithm is $O(n^5)$, while the order of applying the classic Hungarian
algorithm is $O(n^6)$. Numerical experiments validate our theoretical analysis.
Broader applications of the proposed algorithm are discussed at the end.
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