JAX Graph Optimal Transport Package
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Updated
Mar 12, 2026 - Python
JAX Graph Optimal Transport Package
Large-scale financial collateral optimization using the Primal-Dual Hybrid Gradient (PDHG / Chambolle-Pock) algorithm implemented in JAX
This project implements a sparse Primal–Dual Hybrid Gradient (PDHG) solver for linear programs in standard form.
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