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A Grid Efficient Transport Optimization Model for the Wasserstein Barycenter Problem
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Proposes GETO-LP, a linear programming formulation of the fixed-support Wasserstein barycenter problem on d-dimensional grids that reduces the variable count from O(MN^2) to O(dMN^{1+1/d}).
Problem
Computing fixed-support Wasserstein barycenters of M distributions is expensive because standard LP formulations need O(MN^2) variables, which is intractable for large grid supports.
Approach
Exploits the grid structure of the support to build a sparser LP with O(dMN^{1+1/d}) variables for the barycenter problem, instead of the dense per-pair transport plans of standard LP models.
Key results
- GETO-LP reduces the number of LP variables from O(MN^2) to O(dMN^{1+1/d}) for M distributions on a d-dimensional grid with N total support points.
Limitations
- Applies only to distributions supported on d-dimensional grids (fixed-support setting).
Experimental setup
Baselines: standard LP models for fixed-support Wasserstein barycenter
Builds on: standard LP formulation of fixed-support Wasserstein barycenter
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