1. Algorithms for constrained optimal transport
- Author
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Corless, Martin, Quinn, Anthony, Boufelja, Sarah, and Shorten, Robert
- Subjects
Mathematics - Optimization and Control ,Mathematics - Dynamical Systems - Abstract
We derive iterative scaling algorithms of the Sinkhorn-Knopp (SK) type for constrained optimal transport. The constraints are in the form of prior-imposed zeroes in the transport plan. Based on classical Bregman arguments, we prove asymptotic convergence of our algorithms to a unique optimal solution. New insights obtained from the convergence proof are highlighted. An example from electrical vehicle charging in a smart city context is outlined, in which the prior zero-constraints prevent energy from being transported from some providers to some vehicles., Comment: Submitted for publication
- Published
- 2024