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We propose dynamical optimal transport (OT) problems constrained in a parameterized probability subset. In application problems such as deep learning, the probability distribution is often generated by a parameterized mapping function. In…

Optimization and Control · Mathematics 2018-09-12 Wuchen Li , Stanley Osher

The optimal transport problem has many applications in machine learning, physics, biology, economics, etc. Although its goal is very clear and mathematically well-defined, finding its optimal solution can be challenging for large datasets…

Numerical Analysis · Mathematics 2021-12-14 Roozbeh Yousefzadeh

We present an iterative method to efficiently solve the optimal transportation problem for a class of strictly convex costs which includes quadratic and p-power costs. Given two probability measures supported on a discrete grid with n…

Optimization and Control · Mathematics 2020-05-06 Matt Jacobs , Flavien Léger

In this paper, we study the optimal transportation for generalized Lagrangian $L=L(x, u,t)$, and consider the cost function as following: $$c(x, y)=\inf_{\substack{x(0)=x\\x(1)=y\\u\in\mathcal{U}}}\int_0^1L(x(s), u(x(s),s), s)ds.$$ Where…

Dynamical Systems · Mathematics 2013-12-03 Ji Li , Jianlu Zhang

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

We propose a volumetric formulation for computing the Optimal Transport problem defined on surfaces in $\mathbb{R}^3$, found in disciplines like optics, computer graphics, and computational methodologies. Instead of directly tackling the…

Numerical Analysis · Mathematics 2024-05-16 Richard Tsai , Axel G. R. Turnquist

This article introduces a representation of dynamic meshes, adapted to some numerical simulations that require controlling the volume of objects with free boundaries, such as incompressible fluid simulation, some astrophysical simulations…

Fluid Dynamics · Physics 2022-01-26 Bruno Lévy

In the classical Monge-Kantorovich problem, the transportation cost only depends on the amount of mass sent from sources to destinations and not on the paths followed by this mass. Thus, it does not allow for congestion effects. Using the…

Optimization and Control · Mathematics 2007-05-23 G. Carlier , C. Jimenez , F. Santambrogio

Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…

Machine Learning · Computer Science 2024-06-21 Gen Li , Yanxi Chen , Yu Huang , Yuejie Chi , H. Vincent Poor , Yuxin Chen

Optimal transport is a fundamental topic that has attracted a great amount of attention from the optimization community in the past decades. In this paper, we consider an interesting discrete dynamic optimal transport problem: can we…

Data Structures and Algorithms · Computer Science 2024-01-30 Xiaoyang Xu , Hu Ding

Many problems in machine learning involve calculating correspondences between sets of objects, such as point clouds or images. Discrete optimal transport provides a natural and successful approach to such tasks whenever the two sets of…

Machine Learning · Statistics 2019-02-28 David Alvarez-Melis , Stefanie Jegelka , Tommi S. Jaakkola

We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

Computation · Statistics 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

Numerical methods for the optimal transport problem is an active area of research. Recent work of Kitagawa and Abedin shows that the solution of a time-dependent equation converges exponentially fast as time goes to infinity to the solution…

Numerical Analysis · Mathematics 2021-04-05 Abigail Brauer , Megan Krawick , Manuel Santana

The dynamical formulation of the optimal transport can be extended through various choices of the underlying geometry (kinetic energy), and the regularization of density paths (potential energy). These combinations yield different…

Machine Learning · Computer Science 2024-07-04 Kirill Neklyudov , Rob Brekelmans , Alexander Tong , Lazar Atanackovic , Qiang Liu , Alireza Makhzani

Optimal mass transport is described by an approximation of transport cost via semi-discrete costs. The notions of optimal partition and optimal strong partition are given as well. We also suggest an algorithm for computation of Optimal…

Numerical Analysis · Mathematics 2015-02-17 Gershon Wolansky

We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…

Dynamical Systems · Mathematics 2017-11-22 Piyush Grover , Karthik Elamvazhuthi

The geometric transportation problem takes as input a set of points $P$ in $d$-dimensional Euclidean space and a supply function $\mu : P \to \mathbb{R}$. The goal is to find a transportation map, a non-negative assignment $\tau : P \times…

Computational Geometry · Computer Science 2022-05-03 Kyle Fox , Jiashuai Lu

We study dynamical optimal transport of discrete time systems (dDOT) with Lagrangian cost. The problem is approached by combining optimal control and Kantorovich duality theory. Based on the derived solution, a first order splitting…

Optimization and Control · Mathematics 2024-10-15 Dongjun Wu , Anders Rantzer

To remedy the drawbacks of full-mass or fixed-mass constraints in classical optimal transport, we propose adaptive optimal transport which is distinctive from the classical optimal transport in its ability of adaptive-mass preserving. It…

Machine Learning · Computer Science 2025-03-10 Pei Yang , Qi Tan , Guihua Wen

The optimal mass transport problem gives a geometric framework for optimal allocation, and has recently gained significant interest in application areas such as signal processing, image processing, and computer vision. Even though it can be…

Optimization and Control · Mathematics 2018-02-07 Johan Karlsson , Axel Ringh