A Memory-Efficient Hierarchical Algorithm for Large-scale Optimal Transport Problems

ICLR 2026 Conference SubmissionAnonymous Authors
optimal transportlinear programmingmultiscale frameworkfirst-order methods
Abstract:

In this paper we propose a memory-efficient hierarchical algorithm for solving large-scale optimal transport (OT) problems with squared Euclidean cost. The core of our proposed approach is the combination of multiscale hierarchical representation of the OT problem and a GPU-implemented Primal-Dual Hybrid Gradient (PDHG) method. Moreover, an active pruning technique is applied to further reduce computational complexity. Theoretically, we establish a scale-independent iteration-complexity upper bound for the refinement phase, which is consistent with our numerical observations. Numerically, experiments on image dataset DOTmark and point cloud dataset ModelNet10 demonstrate that the proposed algorithm effectively addresses the memory and scalability bottlenecks. Compared to state-of-the-art baselines, our method demonstrates significant advantages: for images with n=10242n=1024^2 pixels, it achieves an 8.9×8.9\times speedup and 70.570.5% reduction in memory usage under comparable accuracy; for 3D point clouds at scale n=218n=2^{18}, it achieves a 1.84×1.84\times speedup and an 83.283.2% reduction in memory usage with 24.924.9% lower transport cost.

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Overview

Overall Novelty Assessment

The paper proposes HALO, a memory-efficient hierarchical algorithm combining multiscale decomposition with GPU-accelerated PDHG and active pruning for large-scale optimal transport with squared Euclidean cost. It resides in the 'Multiscale Coarse-to-Fine Refinement' leaf, which contains only three papers total. This is a notably sparse research direction within the broader taxonomy of eighteen papers across multiple branches, suggesting that hierarchical multiscale methods remain relatively underexplored compared to regularization-based or direct geometric approaches in the OT literature.

The taxonomy reveals that the paper's immediate neighbors focus on sparse multiscale algorithms and coarse-to-fine refinement strategies, while adjacent branches pursue entropic regularization (Schrödinger bridges, iterative proportional fitting) and direct map computation via Monge formulations. The hierarchical decomposition branch is distinct from regularization methods that smooth the problem for tractability and from geometric PDE-based solvers that exploit continuous structure. The scope note clarifies that methods without explicit hierarchical decomposition belong elsewhere, positioning HALO firmly within a niche that prioritizes multiscale structure over smoothing or continuous formulations.

Among five candidates examined, the core HALO algorithm contribution shows one refutable candidate, indicating some overlap with prior hierarchical work in the limited search scope. The scale-independent iteration-complexity bound examined one candidate with no refutation, suggesting this theoretical contribution may be more distinctive. The active support update strategy examined zero candidates, leaving its novelty unassessed within this search. The analysis explicitly notes that only top-K semantic matches and citation expansion were used, not an exhaustive literature review, so these statistics reflect a narrow sampling of the field rather than comprehensive coverage.

Given the sparse taxonomy leaf and limited search scope, the work appears to advance a relatively underexplored direction by integrating memory efficiency and GPU acceleration into multiscale OT. However, the presence of one refutable candidate among five examined suggests that the core algorithmic idea has some precedent, even if the specific implementation details differ. The theoretical and pruning contributions remain less thoroughly benchmarked against prior work within this analysis.

Taxonomy

Core-task Taxonomy Papers
18
3
Claimed Contributions
5
Contribution Candidate Papers Compared
1
Refutable Paper

Research Landscape Overview

Core task: solving large-scale optimal transport problems with squared Euclidean cost. The field has organized itself around several complementary strategies for tackling computational bottlenecks inherent in large-scale OT. Hierarchical and Multiscale Decomposition Methods exploit coarse-to-fine refinement to reduce complexity, often building sparse representations at multiple resolutions. Regularization-Based Computational Approaches introduce entropic or other penalties to smooth the problem and enable efficient iterative solvers. Direct Map Computation and Geometric Methods leverage the special structure of squared Euclidean cost to compute transport maps via semi-discrete or continuous formulations. Specialized Problem Structures and Extensions address variants such as capacitated transport or domain decomposition, while Application-Driven OT Formulations tailor the framework to generative modeling, alignment tasks, and other domain-specific challenges. Together, these branches reflect a tension between exploiting problem geometry and introducing algorithmic approximations to achieve scalability. Within the multiscale landscape, a small handful of works have pioneered coarse-to-fine strategies that progressively refine transport plans across resolution levels. A multiscale approach to[7] and A sparse multiscale algorithm[11] established early foundations for hierarchical decomposition, demonstrating how sparsity and adaptive refinement can dramatically reduce computational cost. A Memory-Efficient Hierarchical Algorithm[0] continues this line by emphasizing memory efficiency alongside multiscale refinement, positioning itself as a natural successor to these earlier sparse methods. In contrast, regularization-driven approaches such as Schrödinger Bridge Matching[2] and Generative modeling with optimal[3] prioritize smoothness and stochastic interpretations over strict geometric decomposition, trading off exactness for tractability in high-dimensional generative settings. The original work thus sits squarely in the hierarchical branch, sharing the coarse-to-fine philosophy of its neighbors while introducing memory-conscious design choices that distinguish it from purely sparsity-focused predecessors.

Claimed Contributions

HALO: A memory-efficient hierarchical algorithm for large-scale optimal transport

The authors introduce HALO, a hierarchical algorithm that combines multiscale representation of optimal transport problems with a GPU-implemented PDHG solver and active pruning techniques. The method achieves O(n) memory complexity and demonstrates significant speedups and memory reductions on image and point cloud datasets.

4 retrieved papers
Can Refute
Scale-independent iteration-complexity bound for the refinement phase

The authors provide a theoretical guarantee (Theorem 1) showing that the number of iterations required at each hierarchical level is bounded by a constant independent of problem scale. This bound is validated empirically in their experiments.

1 retrieved paper
Active support update strategy with dual-violation correction

The authors develop an improved active support updating mechanism (Algorithm 3) that combines shielding-based components with a dual-violation correction using a Top K operator. This strategy maintains sparsity while ensuring the active support includes the optimal solution's support, leading to faster convergence.

0 retrieved papers

Core Task Comparisons

Comparisons with papers in the same taxonomy category

Contribution Analysis

Detailed comparisons for each claimed contribution

Contribution

HALO: A memory-efficient hierarchical algorithm for large-scale optimal transport

The authors introduce HALO, a hierarchical algorithm that combines multiscale representation of optimal transport problems with a GPU-implemented PDHG solver and active pruning techniques. The method achieves O(n) memory complexity and demonstrates significant speedups and memory reductions on image and point cloud datasets.

Contribution

Scale-independent iteration-complexity bound for the refinement phase

The authors provide a theoretical guarantee (Theorem 1) showing that the number of iterations required at each hierarchical level is bounded by a constant independent of problem scale. This bound is validated empirically in their experiments.

Contribution

Active support update strategy with dual-violation correction

The authors develop an improved active support updating mechanism (Algorithm 3) that combines shielding-based components with a dual-violation correction using a Top K operator. This strategy maintains sparsity while ensuring the active support includes the optimal solution's support, leading to faster convergence.