26 citations · 29 across the 6 of their papers we have counts for
3 papers · 1 filter
A Sinkhorn-Newton method for entropic optimal transport
Christoph Brauer, Christian Clason, Dirk Lorenz +1
We consider the entropic regularization of discretized optimal transport and propose to solve its optimality conditions via a logarithmic Newton iteration. We show a quadratic conv…
A Primal-Dual Homotopy Algorithm for -Minimization with -Constraints
Christoph Brauer, Dirk A. Lorenz, Andreas M. Tillmann
In this paper we propose a primal-dual homotopy method for -minimization problems with infinity norm constraints in the context of sparse reconstruction. The natural homoto…
Rank-optimal weighting or "How to be best in the OECD Better Life Index?"
Jan Lorenz, Christoph Brauer, Dirk A. Lorenz
We present a method of rank-optimal weighting which can be used to explore the best possible position of a subject in a ranking based on a composite indicator by means of a mathema…