Efficient and Exact Multimarginal Optimal Transport with Pairwise Costs

Abstract

We address the numerical solution to multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including image processing, density functional theory and machine learning, but lacks efficient and exact numerical methods. The popular entropy-regularized method may suffer numerical instability and blurring issues. Inspired by the back-and-forth method introduced by Jacobs and Léger, we investigate MMOT problems with pairwise costs. We show that such problems have a graphical representation and leverage this structure to develop a new computationally gradient ascent algorithm to solve the dual formulation of such MMOT problems. Our method produces accurate solutions which can be used for the regularization-free applications, including the computation of Wasserstein barycenters with high resolution imagery.