FB 6 Mathematik/Informatik

Institut für Mathematik


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WS 2022/2023

30.11.2022 um 14:15 Uhr in 69/125

Paul Catala (Universität Osnabrück)

Efficiently solving semidefinite relaxations for optimal transport

In this talk, I will discuss a new solver for optimal transport problems on the torus, based on Lasserre's hierarchies. I will show how the original problem can be approximated by a hierarchy of semidefinite programs (SDP) involving only moments of the measures. I will then discuss how one can leverage the particular structure of the solutions to design an efficient solver for these SDP. I will end by describing an extension of Prony's method to recover non-discrete measures from the moment sequences outputted by the previous semidefinite optimization.