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arXiv · 2307.03140

Greedy Matching in Optimal Transport with concave cost

Abstract

We consider the optimal transport problem between a set of $n$ red points and a set of $n$ blue points subject to a concave cost function such as $c(x,y) = \|x-y\|^{p}$ for $0< p < 1$. Our focus is on a particularly simple matching algorithm: match the closest red and blue point, remove them both and repeat. We prove that it provides good results in any metric space $(X,d)$ when the cost function is $c(x,y) = d(x,y)^{p}$ with $0 < p < 1/2$. Empirically, the algorithm produces results that are remarkably close to optimal -- especially as the cost function gets more concave; this suggests that greedy matching may be a good toy model for Optimal Transport for very concave transport cost.

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BibTeXRIS

Andrea Ottolini, Stefan Steinerberger. 2023-07-06. Greedy Matching in Optimal Transport with concave cost. https://arxiv.org/abs/2307.03140

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