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A Unified Kantorovich Duality for Multimarginal Optimal Transport

Cheryala, Yehya, Alaya, Mokhtar Z., Bouzebda, Salim

arXiv.org Machine Learning

Multimarginal optimal transport (MOT) has gained increasing attention in recent years, notably due to its relevance in machine learning and statistics, where one seeks to jointly compare and align multiple probability distributions. This paper presents a unified and complete Kantorovich duality theory for MOT problem on general Polish product spaces with bounded continuous cost function. For marginal compact spaces, the duality identity is derived through a convex-analytic reformulation, that identifies the dual problem as a Fenchel-Rockafellar conjugate. We obtain dual attainment and show that optimal potentials may always be chosen in the class of $c$-conjugate families, thereby extending classical two-marginal conjugacy principle into a genuinely multimarginal setting. In non-compact setting, where direct compactness arguments are unavailable, we recover duality via a truncation-tightness procedure based on weak compactness of multimarginal transference plans and boundedness of the cost. We prove that the dual value is preserved under restriction to compact subsets and that admissible dual families can be regularized into uniformly bounded $c$-conjugate potentials. The argument relies on a refined use of $c$-splitting sets and their equivalence with multimarginal $c$-cyclical monotonicity. We then obtain dual attainment and exact primal-dual equality for MOT on arbitrary Polish spaces, together with a canonical representation of optimal dual potentials by $c$-conjugacy. These results provide a structural foundation for further developments in probabilistic and statistical analysis of MOT, including stability, differentiability, and asymptotic theory under marginal perturbations.


One Ring to Rule Them All: Certifiably Robust Geometric Perception with Outliers

Neural Information Processing Systems

We propose the first general and practical framework to design certifiable algorithms for robust geometric perception in the presence of a large amount of outliers. We investigate the use of a truncated least squares (TLS) cost function, which is known to be robust to outliers, but leads to hard, nonconvex, and nonsmooth optimization problems. Our first contribution is to show that -for a broad class of geometric perception problems-TLS estimation can be reformulated as an optimization over the ring of polynomials and Lasserre's hierarchy of convex moment relaxations is empirically tight at the minimum relaxation order (i.e., certifiably obtains the global minimum of the nonconvex TLS problem). Our second contribution is to exploit the structural sparsity of the objective and constraint polynomials and leverage basis reduction to significantly reduce the size of the semidefinite program (SDP) resulting from the moment relaxation, without compromising its tightness. Our third contribution is to develop scalable dual optimality certifiers from the lens of sums-of-squares (SOS) relaxation, that can compute the suboptimality gap and possibly certify global optimality of any candidate solution (e.g., returned by fast heuristics such as RANSAC or graduated non-convexity). Our dual certifiers leverage Douglas-Rachford Splitting to solve a convex feasibility SDP. Numerical experiments across different perception problems, including single rotation averaging, shape alignment, 3D point cloud and mesh registration, and high-integrity satellite pose estimation, demonstrate the tightness of our relaxations, the correctness of the certification, and the scalability of the proposed dual certifiers to large problems, beyond the reach of current SDP solvers.