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math.OC2026
Newton Method for Fixed-Support Doubly Entropic Wasserstein Barycenter
Jianting Pan, Sirong Dai, Lei Yang +3
We study the fixed-support doubly regularized Wasserstein barycenter problem. Using the semi-dual formulation of entropic optimal transport, we reformulate the problem as a smooth,…
math.OC2026
Inexact Bregman Sparse Newton Method for Efficient Optimal Transport
Jianting Pan, Ji'an Li, Ming Yan
Computing exact Optimal Transport (OT) distances for large-scale datasets is computationally prohibitive. While entropy-regularized alternatives offer speed, they sacrifice precisi…
math.OC2025
Fast projection onto the top-k-sum constraint
Jianting Pan, Ming Yan
This paper develops an efficient algorithm for computing the Euclidean projection onto the top-k-sum constraint, a key operation in financial risk management and matrix optimizatio…