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Transportation cost is an attractive similarity measure between probability distributions due to its many useful theoretical properties. However, solving optimal transport exactly can be prohibitively expensive. Therefore, there has been…
We propose a flexible gradient tracking approach with adjustable computation and communication steps for solving distributed stochastic optimization problem over networks. The proposed method allows each node to perform multiple local…
Nonlinear programming problems are useful in designing and assigning work schedule and also in transporting goods and services from known sources to specified destinations. The objective function could be linear or nonlinear depending on…
Smart city has been consider the wave of the future and the route recommendation in networks is a fundamental problem in it. Most existing approaches for the shortest route problem consider that there is only one kind of cost in networks.…
Many causal parameters depend on a moment of the joint distribution of potential outcomes. Such parameters are especially relevant in policy evaluation settings, where noncompliance is common and accommodated through the model of Imbens &…
Optimal transport is widely used to learn distributions, enforce distributional constraints, and model uncertainty. In applications, transport losses are often computed from samples through tractable representations, such as one-dimensional…
In this paper we consider a mass optimization problem in the case of scalar state function, where instead of imposing a constraint on the total mass of the competitors, we penalize the classical compliance by a convex functional defined on…
In this paper, we study the optimal transport problem induced by separable cost functions. In this framework, transportation can be expressed as the composition of two lower-dimensional movements. Through this reformulation, we prove that…
Optimal transport is a framework for comparing measures whereby a cost is incurred for transporting one measure to another. Recent works have aimed to improve optimal transport plans through the introduction of various forms of structure.…
The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…
Monge map refers to the optimal transport map between two probability distributions and provides a principled approach to transform one distribution to another. Neural network based optimal transport map solver has gained great attention in…
We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of…
We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…
We present a novel hierarchical framework for optimal transport (OT) using string diagrams, namely string diagrams of optimal transports. This framework reduces complex hierarchical OT problems to standard OT problems, allowing efficient…
Path finding is a well-studied problem in AI, which is often framed as graph search. Any-angle path finding is a technique that augments the initial graph with additional edges to build shorter paths to the goal. Indeed, optimal algorithms…
We consider an online matching problem with concave returns. This problem is a significant generalization of the Adwords allocation problem and has vast applications in online advertising. In this problem, a sequence of items arrive…
Approximating distance is one of the key challenge in a facility location problem. Several algorithms have been proposed, however, none of them focused on estimating distance between two concave regions. In this work, we present an…
Efficient probabilistic inference by variable elimination in graphical models requires an optimal elimination order. However, finding an optimal order is a challenging combinatorial optimisation problem for models with a large number of…
Using the growing volumes of vehicle trajectory data, it becomes increasingly possible to capture time-varying and uncertain travel costs in a road network, including travel time and fuel consumption. The current paradigm represents a road…
An algorithm is developed to optimize vehicle speed trajectory over multiple signalized intersections with known traffic signal information to minimize fuel consumption and travel time, and to meet ride comfort requirements using sequential…