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We consider the problem of optimal exchange which can be formulated as a kind of optimal transportation problem. The existence of an optimal solution and a duality theorem for the optimal exchange problem are proved in case of completely…

Functional Analysis · Mathematics 2024-12-10 Alexander Kolesnikov , Svetlana Popova

We investigate existence of dual optimizers in one-dimensional martingale optimal transport problems. While [BNT16] established such existence for weak (quasi-sure) duality, [BHP13] showed existence for the natural stronger pointwise…

Probability · Mathematics 2017-05-12 Mathias Beiglboeck , Tongseok Lim , Jan Obłój

This paper settles the existence question for a rather general class of convex optimal design problems with a volume constraint. In low dimensions, we prove the existence of an optimal configuration for general convex minimization problems…

Analysis of PDEs · Mathematics 2008-03-19 Eduardo V. Teixeira

This paper deals with a variant of the optimal transportation problem. Given f $\in$ L 1 (R d , [0, 1]) and a cost function c $\in$ C(R d x R d) of the form c(x, y) = k(y -- x), we minimise $\int$ c d$\gamma$ among transport plans $\gamma$…

Analysis of PDEs · Mathematics 2024-10-10 Jules Candau-Tilh , Michael Goldman , Benoît Merlet

We develop a mathematical theory of entropic regularisation of unbalanced optimal transport problems. Focusing on static formulation and relying on the formalism developed for the unregularised case, we show that unbalanced optimal…

Optimization and Control · Mathematics 2023-05-05 Maciej Buze , Manh Hong Duong

In this paper, we want to establish some general results in the Lorentzian optimal transport theory that have well-known Riemannian counterparts. As a first result, we will provide non-trivial assumptions on the measures to ensure strong…

Optimization and Control · Mathematics 2026-01-15 Alec Metsch

The new result of this paper connected with the following problem: Consider a supporting hyperplane of a regular simplex and its re ected image at this hyperplane. When will be the volume of the convex hull of these two simplices maximal?…

Metric Geometry · Mathematics 2018-11-30 Ákos G. Horváth

We investigate the small regularization limit of entropic optimal transport when the cost function is the Euclidean distance in dimensions $d > 1$, and the marginal measures are absolutely continuous with respect to the Lebesgue measure.…

Probability · Mathematics 2025-08-15 Shrey Aryan , Promit Ghosal

In optimization-based approaches to inverse problems and to statistical estimation, it is common to augment criteria that enforce data fidelity with a regularizer that promotes desired structural properties in the solution. The choice of a…

Optimization and Control · Mathematics 2024-09-11 Oscar Leong , Eliza O'Reilly , Yong Sheng Soh , Venkat Chandrasekaran

This work is about the use of regularized optimal-transport distances for convex, histogram-based image segmentation. In the considered framework, fixed exemplar histograms define a prior on the statistical features of the two regions in…

Computer Vision and Pattern Recognition · Computer Science 2015-03-17 Julien Rabin , Nicolas Papadakis

In this paper we address the speed planning problem for a vehicle along a predefined path. A weighted average of two (conflicting) terms, energy consumption and travel time, is minimized. After deriving a non-convex mathematical model of…

Optimization and Control · Mathematics 2025-10-30 Stefano Ardizzoni , Luca Consolini , Mattia Laurini , Marco Locatelli

In optimal transport, quadratic regularization is a sparse alternative to entropic regularization: the solution measure tends to have small support. Computational experience suggests that the support decreases monotonically to the…

Optimization and Control · Mathematics 2025-04-16 Alberto González-Sanz , Marcel Nutz , Andrés Riveros Valdevenito

We consider so-called branched transport and variants thereof in two space dimensions. In these models one seeks an optimal transportation network for a given mass transportation task. In two space dimensions, they are closely connected to…

Numerical Analysis · Mathematics 2020-04-01 Carolin Dirks , Benedikt Wirth

A convex duality result for martingale optimal transport problems with two marginals was established in Beiglb\"ock et al. (2013). In this paper we provide a generalization of this result to the multi-period setting.

Probability · Mathematics 2024-03-06 Julian Sester

We study an optimal transport problem where, at some intermediate time, the mass is accelerated by either an external force field, or self-interacting. We obtain regularity of the velocity potential, intermediate density, and optimal…

Analysis of PDEs · Mathematics 2018-09-21 Jiakun Liu , Grégoire Loeper

This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to…

Machine Learning · Statistics 2018-07-17 Arnaud Dessein , Nicolas Papadakis , Jean-Luc Rouas

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…

Functional Analysis · Mathematics 2021-11-29 Vladimir Bogachev , Svetlana Popova

We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem…

Optimization and Control · Mathematics 2011-05-23 Ahed Hindawi , Ludovic Rifford , Jean-Baptiste Pomet

Optimal mass transport, also known as the earth mover's problem, is an optimization problem with important applications in various disciplines, including economics, probability theory, fluid dynamics, cosmology and geophysics to cite a few.…

Numerical Analysis · Mathematics 2022-06-28 Said Kerrache , Yasushi Nakauchi

The stability of solutions to optimal transport problems under variation of the measures is fundamental from a mathematical viewpoint: it is closely related to the convergence of numerical approaches to solve optimal transport problems and…

Numerical Analysis · Mathematics 2022-07-25 Anatole Gallouët , Quentin Mérigot , Boris Thibert