On the Complexity of Approximating Multimarginal Optimal Transport

Tianyi LinNhat HoMarco CuturiMichael I. Jordan

article2022JMLR73 citations

Establishes the computational limits of discrete multimarginal optimal transport and introduces near-linear time Sinkhorn-based algorithms with rigorous complexity bounds that scale efficiently to multiple probability distributions.

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Multimarginal optimal transport provides a mathematical foundation for simultaneously aligning or matching multiple probability distributions. This framework has become increasingly critical across diverse fields, including economics, fluid dynamics, physics, and modern machine learning applications such as generative adversarial networks, domain adaptation, and computing free-support Wasserstein barycenters. However, scaling these methods presents severe computational challenges because discrete representations across several distributions involve an exponential number of decision variables, causing standard optimization techniques to become computationally impractical.

The article aims to evaluate the fundamental computational complexity of the multimarginal optimal transport problem and demonstrate provably efficient deterministic approximation algorithms. Specifically, the authors analyze the underlying network structure of the standard linear programming formulation and establish rigorous computational complexity bounds for two newly designed approximation algorithms.

To establish these properties, the authors conduct a theoretical structural reduction by linking the linear programming form of multimarginal transport to multidimensional matching problems. They then develop two deterministic algorithms utilizing entropy regularization, which smooths the dual optimization problem: the multimarginal Sinkhorn algorithm, incorporating a greedy coordinate selection rule, and an accelerated variant using Nesterov estimate sequences and monotone search steps. Both algorithms are paired with a specialized rank-one tensor rounding scheme to map regularized outputs back to exact feasibility. The authors validate their theoretical findings through numerical experiments on both synthetic image data and real handwritten digit datasets, benchmarking performance against the standard commercial linear programming solver Gurobi.

The article establishes several key findings regarding structure, efficiency, and practical execution. First, the standard linear programming representation of multimarginal optimal transport is not a minimum-cost flow problem when matching three or more distributions, demonstrating that fast combinatorial network simplex methods cannot be applied and leaving standard interior-point solvers with poor worst-case complexity scaling. Second, the proposed multimarginal Sinkhorn algorithm achieves the first near-linear time computational complexity bound with respect to the total number of variable combinations, making its dependence on support size mathematically unimprovable in general settings. Third, the accelerated multimarginal Sinkhorn algorithm improves runtime dependence on target approximation precision at the expense of a slightly higher dependence on support size. Finally, empirical evaluations show that both proposed methods significantly outperform commercial solvers, with standard solvers running out of memory on high-resolution image benchmarks while the new algorithms successfully compute high-quality approximations.

These findings provide clear guidelines for managing computational cost and performance across large-scale optimization tasks. Decision-makers should recognize that classical commercial linear programming solvers are fundamentally ill-suited for multi-distribution transport problems involving three or more marginals. Instead, selecting the appropriate approximation algorithm depends on the operational accuracy requirements: the standard multimarginal Sinkhorn algorithm is ideal for applications tolerating moderate precision on large support grids, such as computer vision and image processing, whereas the accelerated variant is superior for high-precision scientific or economic applications.

Organizations implementing multi-distribution alignment should transition away from general-purpose linear programming software toward entropy-regularized Sinkhorn frameworks. Before broad deployment, development teams should pilot these methods and explore parallelized or distributed computing implementations, which are particularly valuable for mitigating the gradient computation overhead in the accelerated algorithm. Further technical exploration should focus on integrating low-rank tensor decompositions and explicit sparsity penalties to reduce memory demands and recover sparse transport plans.

Confidence in the mathematical complexity bounds and convergence guarantees is high, as the theoretical analysis rests on rigorous optimization proofs. Readers should note, however, that the general multimarginal transport problem remains inherently subject to the curse of dimensionality as the number of distributions grows, and the present algorithms assume discrete, balanced probability measures with dense support. Caution is warranted when applying these baseline algorithms to unbalanced or continuous mass distributions without further dimension-reduction or problem-specific structural simplifications.

arXiv: 1910.00152

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Abstract

We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between m discrete probability distributions supported each on n support points. First, we show that the standard linear programming (LP) representation of the MOT problem is not a minimum-cost flow problem when m ≥ 3. This negative result implies that some combinatorial algorithms, e.g., network simplex method, are not suitable for approximating the MOT problem, while the worst-case complexity bound for the deterministic interior-point algorithm remains a quantity of Õ(n^{3m}). We then propose two simple and deterministic algorithms for approximating the MOT problem. The first algorithm, which we refer to as multimarginal Sinkhorn algorithm, is a provably efficient multimarginal generalization of the Sinkhorn algorithm. We show that it achieves a complexity bound of Õ(m^{3}n^{m}ε^{−2}) for a tolerance ε ∈ (0, 1). This provides a first near-linear time complexity bound guarantee for approximating the MOT problem and matches the best known complexity bound for the Sinkhorn algorithm in the classical OT setting when m = 2. The second algorithm, which we refer to as accelerated multimarginal Sinkhorn algorithm, achieves the acceleration by incorporating an estimate sequence and the complexity bound is Õ(m^{3}n^{m+1/3}ε^{−4/3}). This bound is better than that of the first algorithm in terms of 1/ε, and accelerated alternating minimization algorithm (Tupitsa et al., 2020) in terms of n. Finally, we compare our new algorithms with the commercial LP solver GUROBI. Preliminary results on synthetic data and real images demonstrate the effectiveness and efficiency of our algorithms.

Table of Contents

  • 1. Introduction
  • 2. Preliminaries
  • 2.1 Linear programming representation
  • 2.2 Entropic regularized MOT and its dual form
  • 2.3 Properties of dual entropic regularized multimarginal OT
  • 3. Computational Hardness
  • 3.1 Unimodularity, minimum-cost flow and matching
  • 3.2 Main result
  • 3.3 Discussion
  • 4. Multimarginal Sinkhorn Algorithm
  • 4.1 Algorithmic procedure
  • 4.2 Technical lemmas
  • 4.3 Main results
  • 5. Accelerating Multimarginal Sinkhorn Algorithm
  • 5.1 Algorithmic procedure
  • 5.2 Technical lemmas
  • 5.3 Main results
  • 6. Experiments
  • 6.1 Experiments on synthetic data
  • 6.2 Experiments on real images
  • 7. Conclusion
  • 8. Acknowledgements
  • References

Knowls

  1. Knowl 1 — Discrete multimarginal optimal transport and approximation target

    definition

    For m≥2m\ge 2 probability vectors r1,…,rm∈Δnr_1,\ldots,r_m\in\Delta^n and a nonnegative cost tensor C∈R+n×⋯×nC\in\mathbb{R}_+^{n\times\cdots\times n}, the discrete multimarginal optimal transport problem is

    min⁡X∈R+n×⋯×n ⟨C,X⟩subject tork(X)=rk for every k∈[m].\min_{X\in\mathbb{R}_+^{n\times\cdots\times n}}\ \langle C,X\rangle \quad\text{subject to}\quad r_k(X)=r_k\ \text{for every }k\in[m].

    Here Xi1,…,imX_{i_1,\ldots,i_m} is a nonnegative transportation plan, ⟨C,X⟩=∑i1,…,imCi1,…,imXi1,…,im\langle C,X\rangle=\sum_{i_1,\ldots,i_m}C_{i_1,\ldots,i_m}X_{i_1,\ldots,i_m}, and the kk-th marginal is the vector whose jj-th entry is

    [rk(X)]j=∑iℓ, ℓ≠kXi1,…,ik−1,j,ik+1,…,im.[r_k(X)]_j=\sum_{i_\ell,\,\ell\ne k}X_{i_1,\ldots,i_{k-1},j,i_{k+1},\ldots,i_m}.

    The linear program has nmn^m unknown tensor entries and mnmn marginal equalities, although some equalities are redundant. If X∗X^* is an optimal plan, an ε\varepsilon-approximate multimarginal transportation plan is a nonnegative tensor X^\widehat X satisfying all original marginals exactly and

    ⟨C,X^⟩≤⟨C,X∗⟩+ε,\langle C,\widehat X\rangle\le \langle C,X^*\rangle+\varepsilon,

    where ε>0\varepsilon>0 is the desired additive accuracy.

  2. Knowl 2 — Dual formulation of entropically regularized MOT

    model/method

    The paper solves a regularized version of the discrete MOT problem before rounding its output to a feasible plan for the unregularized problem. For a regularization parameter η>0\eta>0, the regularized primal problem is

    min⁡X≥0 ⟨C,X⟩−ηH(X)subject tork(X)=rk for every k∈[m],\min_{X\ge 0}\ \langle C,X\rangle-\eta H(X) \quad\text{subject to}\quad r_k(X)=r_k\ \text{for every }k\in[m],

    where H(X)=−⟨X,log⁡X−1⟩H(X)=-\langle X,\log X-\mathbf{1}\rangle is the entropy, with logarithms and the all-ones tensor applied entrywise.

    After rescaling the dual variables, let β=(β1,…,βm)\beta=(\beta_1,\ldots,\beta_m) with each βk∈Rn\beta_k\in\mathbb{R}^n, and define

    Bi1,…,im(β)=exp⁡ ⁣(∑k=1mβk,ik−Ci1,…,imη),B_{i_1,\ldots,i_m}(\beta)=\exp\!\left(\sum_{k=1}^m\beta_{k,i_k}-\frac{C_{i_1,\ldots,i_m}}{\eta}\right),

    where ∥B(β)∥1\|B(\beta)\|_1 is the sum of all tensor entries. The unconstrained smooth dual objective is

    ϕ(β)=log⁡(∥B(β)∥1)−∑k=1mβk⊤rk,min⁡β∈Rmnϕ(β).\phi(\beta)=\log\bigl(\|B(\beta)\|_1\bigr)-\sum_{k=1}^m\beta_k^\top r_k, \qquad \min_{\beta\in\mathbb{R}^{mn}}\phi(\beta).

    Its gradient with respect to block βk\beta_k is

    ∇βkϕ(β)=rk(B(β))∥B(β)∥1−rk.\nabla_{\beta_k}\phi(\beta)=\frac{r_k(B(\beta))}{\|B(\beta)\|_1}-r_k.

    Thus, dual optimization seeks a tensor whose normalized marginals match the prescribed distributions. The paper establishes that the dual objective is mm-smooth with respect to the Euclidean norm and that an optimal solution can be chosen with bounded norm, which enables the subsequent complexity guarantees.

  3. Knowl 3 — The standard MOT linear program is not a minimum-cost flow problem for three or more marginals

    theoretical result

    For the general discrete MOT linear program with m≥3m\ge 3, the marginal constraint matrix is not a minimum-cost-flow constraint matrix. In particular, it is not totally unimodular in general, so the network-flow structure available for classical two-marginal optimal transport does not extend to multimarginal transport.

    A concrete instance with m=3m=3 and n=2n=2 has a 4×84\times 8 effective constraint matrix containing a 4×44\times4 submatrix with determinant 22, which directly violates total unimodularity. More generally, the paper proves the result by reducing mm-dimensional matching to the integer counterpart of MOT with uniform marginals rk=1n/nr_k=\mathbf{1}_n/n. A binary feasible tensor corresponds one-to-one with an mm-dimensional matching, an NP-complete problem already for m=3m=3.

    Consequently, network simplex and specialized minimum-cost-flow interior-point bounds cannot be applied to the general MOT formulation. The standard deterministic interior-point approach instead has worst-case complexity O~(n3m)\widetilde O(n^{3m}). The theorem concerns the general MOT formulation; specially structured individual instances may still admit additional algorithms.

  4. Knowl 4 — Greedy multimarginal Sinkhorn algorithm

    algorithm

    The multimarginal Sinkhorn method is a deterministic greedy block-coordinate algorithm for the dual objective ϕ\phi. Given a nonnegative cost tensor CC, regularization parameter η>0\eta>0, dense target marginals r1,…,rm∈Δnr_1,\ldots,r_m\in\Delta^n, and stopping tolerance ε0>0\varepsilon_0>0, define

    ρ(a,b)=1n⊤(b−a)+∑j=1najlog⁡ajbj,\rho(a,b)=\mathbf{1}_n^\top(b-a)+\sum_{j=1}^n a_j\log\frac{a_j}{b_j},

    for positive vectors a,b∈Rna,b\in\mathbb{R}^n, and define the residual Et=∑k=1m∥rk(B(βt))−rk∥1E_t=\sum_{k=1}^m\|r_k(B(\beta^t))-r_k\|_1. The algorithm is:

    Input: cost tensor CC, regularization η\eta, target marginals r1,…,rmr_1,\ldots,r_m, tolerance ε0\varepsilon_0
    Initialize t=0t=0 and β0=0∈Rmn\beta^0=0\in\mathbb{R}^{mn}
    while Et>ε0E_t>\varepsilon_0 do
        Choose K=arg⁡max⁡1≤k≤mρ(rk,rk(B(βt)))K=\arg\max_{1\le k\le m}\rho(r_k,r_k(B(\beta^t)))
        Set βkt+1=βkt\beta_k^{t+1}=\beta_k^t for every k≠Kk\ne K
        Set βKt+1=βKt+log⁡(rK)−log⁡(rK(B(βt)))\beta_K^{t+1}=\beta_K^t+\log(r_K)-\log(r_K(B(\beta^t)))
        Set t=t+1t=t+1
    end while
    return B(βt)B(\beta^t)

    The logarithms and divisions in the coordinate update are entrywise. The selected block is updated exactly so that the corresponding normalized marginal equals its target marginal. After the first update, the tensor has unit total mass, and each iteration requires O(nm)O(n^m) arithmetic operations in the direct implementation.

  5. Knowl 5 — Multimarginal rounding scheme with exact marginal repair

    algorithm

    The Sinkhorn output need not have the original marginals exactly, so the paper introduces a deterministic rounding procedure. Given a nonnegative tensor X∈R+n×⋯×nX\in\mathbb{R}_+^{n\times\cdots\times n} and target probability vectors r1,…,rm∈Δnr_1,\ldots,r_m\in\Delta^n, initialize X(0)=XX^{(0)}=X. For k=1,…,mk=1,\ldots,m, compute

    [zk]j=min⁡{1,[rk]j[rk(X(k−1))]j},[z_k]_j=\min\left\{1,\frac{[r_k]_j}{[r_k(X^{(k-1)})]_j}\right\},

    and multiply every slice of X(k−1)X^{(k-1)} with index ik=ji_k=j by [zk]j[z_k]_j, producing X(k)X^{(k)}. After all mm passes, define the nonnegative residual vectors

    ek=rk−rk(X(m)).e_k=r_k-r_k(X^{(m)}).

    If the residuals are nonzero, return

    Y=X(m)+e1⊗e2⊗⋯⊗em∥e1∥1m−1;Y=X^{(m)}+\frac{e_1\otimes e_2\otimes\cdots\otimes e_m}{\|e_1\|_1^{m-1}};

    if all residuals vanish, return Y=X(m)Y=X^{(m)}. The residuals have equal total mass, so the rank-one correction has kk-th marginal eke_k. Therefore Y≥0Y\ge0 and rk(Y)=rkr_k(Y)=r_k for every kk. The procedure also satisfies

    ∥Y−X∥1≤2∑k=1m∥rk(X)−rk∥1,\|Y-X\|_1\le 2\sum_{k=1}^m\|r_k(X)-r_k\|_1,

    and its direct implementation costs O(mnm)O(mn^m) arithmetic operations.

  6. Knowl 6 — Convergence certificate for greedy multimarginal Sinkhorn

    theoretical result

    Assume every target marginal entry is positive and define

    R=∥C∥∞η−log⁡(min⁡1≤k≤m, 1≤j≤n[rk]j),R=\frac{\|C\|_\infty}{\eta}-\log\left(\min_{1\le k\le m,\,1\le j\le n}[r_k]_j\right),

    where ∥C∥∞\|C\|_\infty is the largest cost-tensor entry. For the iterates generated by the greedy multimarginal Sinkhorn method, let β∗\beta^* be a suitably shifted optimal dual solution and let Et=∑k=1m∥rk(B(βt))−rk∥1E_t=\sum_{k=1}^m\|r_k(B(\beta^t))-r_k\|_1. The paper proves

    ϕ(βt)−ϕ(β∗)≤REt,\phi(\beta^t)-\phi(\beta^*)\le R E_t,

    and the per-iteration decrease satisfies

    ϕ(βt)−ϕ(βt+1)≥12(Etm)2.\phi(\beta^t)-\phi(\beta^{t+1})\ge \frac12\left(\frac{E_t}{m}\right)^2.

    The first inequality follows from a uniform bound on the within-block ranges of the dual variables, while the second uses the KL progress of the selected coordinate and Pinsker's inequality. Consequently, the number of iterations needed to reach Et≤ε0E_t\le\varepsilon_0 is at most

    2+2m2Rε0.2+\frac{2m^2R}{\varepsilon_0}.

    These bounds are the key reason the greedy choice of the next marginal yields a finite, explicit complexity guarantee rather than only an asymptotic convergence statement.

  7. Knowl 7 — Near-linear-in-variables approximation via multimarginal Sinkhorn

    theoretical result

    For a desired additive MOT accuracy ε>0\varepsilon>0, let

    η=ε2mlog⁡n,ε0=ε8∥C∥∞,\eta=\frac{\varepsilon}{2m\log n}, \qquad \varepsilon_0=\frac{\varepsilon}{8\|C\|_\infty},

    and smooth each possibly sparse marginal by

    r~k=(1−ε04m)rk+ε04mn1n.\widetilde r_k=\left(1-\frac{\varepsilon_0}{4m}\right)r_k+\frac{\varepsilon_0}{4mn}\mathbf{1}_n.

    The end-to-end method runs greedy multimarginal Sinkhorn on the smoothed marginals until its residual is at most ε0/2\varepsilon_0/2, then applies the exact marginal-repair rounding scheme to the resulting tensor. The output X^\widehat X has the original marginals and satisfies

    ⟨C,X^⟩≤⟨C,X∗⟩+ε.\langle C,\widehat X\rangle\le \langle C,X^*\rangle+\varepsilon.

    Its arithmetic complexity is

    O(m3nm∥C∥∞2log⁡nε2).O\left(\frac{m^3 n^m\|C\|_\infty^2\log n}{\varepsilon^2}\right).

    Because nmn^m is the number of unknown entries in the MOT tensor, this is near-linear in the input variable count, up to logarithmic and polynomial factors in mm, ∥C∥∞\|C\|_\infty, and 1/ε1/\varepsilon. The dependence on nmn^m is therefore optimal up to logarithmic factors for a general dense MOT instance.

  8. Knowl 8 — Accelerated multimarginal Sinkhorn algorithm

    algorithm

    The accelerated method combines Nesterov estimate-sequence updates, a monotone selection step, and greedy exact marginal updates. Let B(β)B(\beta) and ϕ(β)\phi(\beta) be defined from the entropic dual problem, let ρ(a,b)=1n⊤(b−a)+∑jajlog⁡(aj/bj)\rho(a,b)=\mathbf{1}_n^\top(b-a)+\sum_j a_j\log(a_j/b_j), and let Et=∑k=1m∥rk(B(βt))−rk∥1E_t=\sum_{k=1}^m\|r_k(B(\beta^t))-r_k\|_1. For dense target marginals rkr_k, the procedure is:

    Input: cost tensor CC, regularization η\eta, target marginals r1,…,rmr_1,\ldots,r_m, tolerance ε0\varepsilon_0
    Initialize t=0t=0, θ0=1\theta_0=1, K=1K=1, and βˇ0=β~0=0∈Rmn\check\beta^0=\widetilde\beta^0=0\in\mathbb{R}^{mn}
    while Et>ε0E_t>\varepsilon_0 do
        Set β‾t=(1−θt)βˇt+θtβ~t\overline\beta^t=(1-\theta_t)\check\beta^t+\theta_t\widetilde\beta^t
        For every kk, set β~kt+1=β~kt−1mθt(rk(B(β‾t))∥B(β‾t)∥1−rk)\widetilde\beta_k^{t+1}=\widetilde\beta_k^t-\frac{1}{m\theta_t}\left(\frac{r_k(B(\overline\beta^t))}{\|B(\overline\beta^t)\|_1}-r_k\right)
        Set β′t=β‾t+θt(β~t+1−β~t)\beta'^t=\overline\beta^t+\theta_t(\widetilde\beta^{t+1}-\widetilde\beta^t)
        Set β^kt=βk′t\widehat\beta_k^t=\beta_k'^t for k≠Kk\ne K
        Set β^Kt=βK′t+log⁡(rK)−log⁡(rK(B(β′t)))\widehat\beta_K^t=\beta_K'^t+\log(r_K)-\log(r_K(B(\beta'^t)))
        Choose βt\beta^t as the lower-ϕ\phi point among βˇt\check\beta^t and β^t\widehat\beta^t
        Choose K=arg⁡max⁡1≤k≤mρ(rk,rk(B(βt)))K=\arg\max_{1\le k\le m}\rho(r_k,r_k(B(\beta^t)))
        Set βˇkt+1=βkt\check\beta_k^{t+1}=\beta_k^t for k≠Kk\ne K
        Set βˇKt+1=βKt+log⁡(rK)−log⁡(rK(B(βt)))\check\beta_K^{t+1}=\beta_K^t+\log(r_K)-\log(r_K(B(\beta^t)))
        Set θt+1=θt(θt2+4−θt)/2\theta_{t+1}=\theta_t(\sqrt{\theta_t^2+4}-\theta_t)/2
        Set t=t+1t=t+1
    end while
    return B(βt)B(\beta^t)

    The first three steps accelerate optimization of the smooth dual objective, the monotone choice preserves the better dual objective value, and the two exact coordinate updates maintain unit tensor mass and provide the residual decrease needed for the complexity proof. A direct iteration costs O(mnm)O(mn^m) arithmetic operations.

  9. Knowl 9 — Accelerated approximation bound for MOT

    theoretical result

    Using the same marginal smoothing and rounding procedure as the nonaccelerated method, set η=ε/(2mlog⁡n)\eta=\varepsilon/(2m\log n) and ε0=ε/(8∥C∥∞)\varepsilon_0=\varepsilon/(8\|C\|_\infty). Run the accelerated multimarginal Sinkhorn algorithm until its marginal residual is at most ε0/2\varepsilon_0/2, and then round its tensor to the original marginals.

    The resulting plan X^\widehat X is an ε\varepsilon-approximate multimarginal transportation plan. The accelerated dual iterates satisfy an inverse-square objective-gap estimate of the form

    ϕ(βˇt)−ϕ(β∗)≤2m2nR2(t+1)2,\phi(\check\beta^t)-\phi(\beta^*)\le \frac{2m^2nR^2}{(t+1)^2},

    where RR bounds an optimal dual solution and depends on ∥C∥∞\|C\|_\infty, η\eta, and the smallest smoothed marginal entry. Combining this estimate with the greedy marginal-repair progress gives the arithmetic complexity

    O(m3nm+1/3∥C∥∞4/3(log⁡n)1/3ε4/3).O\left(\frac{m^3 n^{m+1/3}\|C\|_\infty^{4/3}(\log n)^{1/3}}{\varepsilon^{4/3}}\right).

    This improves the dependence on 1/ε1/\varepsilon from ε−2\varepsilon^{-2} to ε−4/3\varepsilon^{-4/3}, but is not near-linear in the nmn^m tensor dimension because of the additional factor n1/3n^{1/3}.

  10. Knowl 10 — Empirical comparison on synthetic and real image barycenters

    empirical result

    The authors evaluated the two deterministic methods against the commercial LP solver Gurobi while computing free-support Wasserstein barycenters with quadratic Euclidean costs. Experiments used MATLAB R2020a on a six-core Intel Core i5-9400F workstation with 32 GB memory.

    For synthetic data, each trial used three normalized random grayscale images containing a randomly positioned foreground square. Background intensities were sampled uniformly from [0,1][0,1], foreground intensities from [0,50][0,50], and the square occupied 10% of the image. The three marginals used equal barycentric weights, and experiments used n∈{25,100}n\in\{25,100\} pixel locations. Over ten random triples and at most ten iterations, the accelerated method reduced the distance to the transportation polytope faster and required fewer iterations than the ordinary multimarginal Sinkhorn method for η∈{1,0.2,0.1}\eta\in\{1,0.2,0.1\}. When runtime was measured for n∈{25,100,144}n\in\{25,100,144\}, ordinary multimarginal Sinkhorn was fastest, accelerated Sinkhorn was second, and both outperformed Gurobi; the direct accelerated implementation was slower despite fewer iterations because of its heavier gradient computations.

    On MNIST, the experiments used three 28×2828\times28 images, added noise 10−610^{-6} to zero entries, normalized each image, and used η∈{1,0.05,0.02}\eta\in\{1,0.05,0.02\}, giving n=576n=576. Gurobi could not run because the three-image MOT linear program exceeded available memory. The accelerated method again improved iteration behavior relative to ordinary Sinkhorn. With η=0.05\eta=0.05, both methods produced visually plausible high-quality free-support barycenters for two triples of MNIST images with different barycentric weight vectors.

Coverage note — Proof derivations, auxiliary total-unimodularity criteria, and routine implementation discussions were omitted; the stated hardness result, convergence certificates, algorithms, complexity bounds, rounding guarantee, experiments, and principal empirical limitations are retained.

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Citation

MLA
Lin, T., et al. “On the Complexity of Approximating Multimarginal Optimal Transport”. Journal of Machine Learning Research, vol. 23, no. 65, 2022, pp. 1–3, https://www.jmlr.org/papers/v23/19-843.html.
APA
Lin, T., Ho, N., Cuturi, M., & Jordan, M. I. (2022). On the Complexity of Approximating Multimarginal Optimal Transport. Journal of Machine Learning Research, 23(65), 1–43. https://www.jmlr.org/papers/v23/19-843.html
Chicago
Lin, T., N. Ho, M. Cuturi, and M. I. Jordan. 2022. “On the Complexity of Approximating Multimarginal Optimal Transport”. Journal of Machine Learning Research 23 (65): 1–43. https://www.jmlr.org/papers/v23/19-843.html.
Harvard
Lin, T. et al. (2022) “On the Complexity of Approximating Multimarginal Optimal Transport”, Journal of Machine Learning Research, 23(65), pp. 1–43. Available at: https://www.jmlr.org/papers/v23/19-843.html.
Vancouver
1. Lin T, Ho N, Cuturi M, Jordan MI (2022) On the Complexity of Approximating Multimarginal Optimal Transport. Journal of Machine Learning Research 23:1–43

BibTeX

@article{JMLR:v23:19-843,
  author  = {Tianyi Lin and Nhat Ho and Marco Cuturi and Michael I. Jordan},
  title   = {On the Complexity of Approximating Multimarginal Optimal Transport},
  journal = {Journal of Machine Learning Research},
  year    = {2022},
  volume  = {23},
  number  = {65},
  pages   = {1--43},
  url     = {http://jmlr.org/papers/v23/19-843.html}
}
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