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math.OC2025
Convex relaxation approaches for high-dimensional optimal transport
Yuehaw Khoo, Tianyun Tang
Optimal transport (OT) is a powerful tool in mathematics and data science but faces severe computational and statistical challenges in high dimensions. We propose convex relaxation…
math.OC2025
A Bregman ADMM for Bethe variational problem
Yuehaw Khoo, Tianyun Tang, Kim-Chuan Toh
In this work, we propose a novel Bregman ADMM with nonlinear dual update to solve the Bethe variational problem (BVP), a key optimization formulation in graphical models and statis…