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demo codes for several approximate optimal transport solvers

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OT_demo

This demo includes several implementations of common approximate optimal transport methods.

Methods:

  • Sinkhorn algorithm [Cuturi, 2013]
  • Bregman ADMM [Wang and Banerjee, 2014] [Ye et al. 2017]
  • Mirror descent (experimental)
  • Linear programming by Mosek
  • Simulated annealing using Gibbs sampling [Ye et al. 2017]

How-to:

Please try to run the script demo.m, where you can play the hyper-parameters to see different results.

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demo codes for several approximate optimal transport solvers

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