Ruoyu Diao

A Multiscale Primal-Dual Interior-Point Relaxation Method for Large-Scale Optimal Transport Problems

Large-scale optimal transport (OT) problems involve a vast number of transport variables, leading to prohibitive memory and computational costs. To address these challenges, we propose a multiscale primal-dual interior-point relaxation method (MSIPRM). The multiscale outer framework constructs a hierarchy of standard O...