Solving ramified optimal transport problem in the bayesian influence diagram framework

  • Authors:
  • Michal Matuszak;Jacek Miękisz;Tomasz Schreiber

  • Affiliations:
  • Faculty of Mathematics and Computer Science, Nicolaus Copernicus University, Torun, Poland;Institute of Applied Mathematics and Mechanics, University of Warsaw, Warsaw, Poland;Faculty of Mathematics and Computer Science, Nicolaus Copernicus University, Torun, Poland

  • Venue:
  • ICAISC'12 Proceedings of the 11th international conference on Artificial Intelligence and Soft Computing - Volume Part II
  • Year:
  • 2012

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Abstract

The goal of the ramified optimal transport is to find an optimal transport path between two given probability measures. One measure can be identified with a source while the other one with a target. The problem is well known to be NP---hard. We develop an algorithm for solving a ramified optimal transport problem within the framework of Bayesian networks. It is based on the decision strategy optimisation technique that utilises self---annealing ideas of Chen---style stochastic optimisation. Resulting transport paths are represented in the form of tree---shaped structures. The effectiveness of the algorithm has been tested on computer---generated examples.