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Decentralized and Equitable Optimal Transport

arXiv 2403.04259 ↗First posted 7 Mar 2024math.OC cs.LGcited by 0

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Abstract (arXiv)

This paper considers the decentralized (discrete) optimal transport (D-OT) problem. In this setting, a network of agents seeks to design a transportation plan jointly, where the cost function is the sum of privately held costs for each agent. We reformulate the D-OT problem as a constraint-coupled optimization problem and propose a single-loop decentralized algorithm with an iteration complexity of O(1/ε) that matches existing centralized first-order approaches. Moreover, we propose the decentralized equitable optimal transport (DE-OT) problem. In DE-OT, in addition to cooperatively designing a transportation plan that minimizes transportation costs, agents seek to ensure equity in their individual costs. The iteration complexity of the proposed method to solve DE-OT is also O(1/ε). This rate improves existing centralized algorithms, where the best iteration complexity obtained is O(1/ε2).

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References · 18

  1. 2013Sinkhorn Distances: Lightspeed Computation of Optimal Transportation Distancescited by 2,277
  2. 2018Computational Optimal Transportcited by 765
  3. 2017Near-linear time approximation algorithms for optimal transport via Sinkhorn iterationcited by 219
  4. 2018Computational Optimal Transport: Complexity by Accelerated Gradient Descent Is Better Than by Sinkhorn's Algorithmcited by 111
  5. 2023Recent Advances in Optimal Transport for Machine Learningcited by 66
  6. 2019On the Efficiency of Entropic Regularized Algorithms for Optimal Transportcited by 34
  7. 2019Quadratically regularized optimal transportcited by 15
  8. 2022Accelerated Bregman Primal-Dual methods applied to Optimal Transport and Wasserstein Barycenter problemscited by 7
  9. 2019Tracking-ADMM for Distributed Constraint-Coupled Optimizationcited by 5
  10. 2021Fair and Distributed Dynamic Optimal Transport for Resource Allocation over Networkscited by 4
  11. 2021On the Convergence of Projected Alternating Maximization for Equitable and Optimal Transportcited by 3
  12. 2018A Proximal Diffusion Strategy for Multi-Agent Optimization with Sparse Affine Constraintscited by 2
6 more
  1. 2019Consensus-based Distributed Discrete Optimal Transport for Decentralized Resource Matchingcited by 2
  2. 2023Fast Computation of Optimal Transport via Entropy-Regularized Extragradient Methodscited by 2
  3. 2014A Proximal Dual Consensus ADMM Method for Multi-Agent Constrained Optimizationcited by 1
  4. 2022Implicit Tracking-Based Distributed Constraint-Coupled Optimizationcited by 1
  5. 2023Decentralized Entropic Optimal Transport for Distributed Distribution Comparisoncited by 1
  6. 2023Algorithms for Euclidean-regularised Optimal Transportcited by 1

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