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Poster

Semidefinite Relaxations of the Gromov-Wasserstein Distance

Junyu Chen · Binh T. Nguyen · Shang Koh · Yong Sheng Soh

West Ballroom A-D #5903
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Wed 11 Dec 4:30 p.m. PST — 7:30 p.m. PST

Abstract:

The Gromov-Wasserstein (GW) distance is an extension of the optimal transport problem that allows one to match objects between incomparable spaces. At its core, the GW distance is specified as the solution of a non-convex quadratic program and is not known to be tractable to solve. In particular, existing solvers for the GW distance are only able to find locally optimal solutions. In this work, we propose a semi-definite programming (SDP) relaxation of the GW distance. The relaxation can be viewed as the Lagrangian dual of the GW distance augmented with constraints that relate the linear and quadratic terms of transportation plans. In particular, our relaxation provides a tractable (polynomial-time) algorithm to compute globally optimal transportation plans (in some instances) together with an accompanying proof of global optimality. Our numerical experiments suggest that the proposed relaxation is strong in that it frequently computes the globally optimal solution. Finally, we propose a numerical algorithm that allows us to compute approximately optimal transportation plans for larger datasets.

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