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This research introduces a GPU-accelerated Bregman Douglas-Rachford splitting algorithm designed specifically for discrete optimal transport problems across various input formats. By implementing hardware-aware designs, the method achieves state-of-the-art performance and numerical stability while benchmarking against eight existing GPU solvers. This advancement represents a significant optimization in computational efficiency for machine learning tasks relying on optimal transport metrics.
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GPU-Accelerated Bregman Douglas-Rachford Splitting for Discrete Optimal Transport

arXiv2 min read

arXiv:2610.04715v1 Announce Type: cross Abstract: We present GPU-accelerated Bregman Douglas--Rachford splitting algorithm (BDRS) for discrete optimal transport problem in three input formats: an explicit cost matrix, a point cloud with a ground cost between them, and a separable cost on a regular grid. For each input format, we propose hardware-aware designs of mathematically equivalent representations for the BDRS iterations to enhance numerical stability and empirical runtime. We benchmark the three proposed implementations against eight GPU baseline solvers from the literature on the same device. We demonstrate that our implementations of BDRS achieve state-of-the-art performance on their respective input formats. To the best of our knowledge, this is the first cross-solver study of GPU DOT solvers with a unified measure of optimality.

Abstract:We present GPU-accelerated Bregman Douglas--Rachford splitting algorithm (BDRS) for discrete optimal transport problem in three input formats: an explicit cost matrix, a point cloud with a ground cost between them, and a separable cost on a regular grid. For each input format, we propose hardware-aware designs of mathematically equivalent representations for the BDRS iterations to enhance numerical stability and empirical runtime. We benchmark the three proposed implementations against eight GPU baseline solvers from the literature on the same device. We demonstrate that our implementations of BDRS achieve state-of-the-art performance on their respective input formats. To the best of our knowledge, this is the first cross-solver study of GPU DOT solvers with a unified measure of optimality.

Optimization and Control (math.OC); Machine Learning (cs.LG)

arXiv:2610.04715 [math.OC]

(or arXiv:2610.04715v1 [math.OC] for this version)

https://doi.org/10.48550/arXiv.2610.04715 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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Full text under the publisher's open licence · 214 words

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