LAMP reduces optimal transport storage to linear space O(n+m) while preserving last-iterate convergence rates of primal-dual mirror prox and scaling to n=m=2^18.
Path finding methods for linear programming: Solving linear programsin ˜O( √ rank) iterations and faster algorithms for maximum flow
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Log-Averaged Mirror Prox for Fast, Large-Scale Optimal Transport in Linear Space
LAMP reduces optimal transport storage to linear space O(n+m) while preserving last-iterate convergence rates of primal-dual mirror prox and scaling to n=m=2^18.