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We prove the Duality Theorems for the stochastic optimal transportation problems with a convex cost function without a regularity assumption that is often supposed in the proof of the lower semicontinuity of an action integral. In our new…

Probability · Mathematics 2021-01-18 Toshio Mikami

In this paper we analyze a mass transportation problem in a bounded domain with the possibility to transport mass to/from the boundary, paying the transport cost, that is given by the Euclidean distance plus an extra cost depending on the…

Functional Analysis · Mathematics 2016-09-28 Samer Dweik

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…

Probability · Mathematics 2019-05-15 Aurélien Alfonsi , Rafaël Coyaud , Virginie Ehrlacher , Damiano Lombardi

In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…

Optimization and Control · Mathematics 2023-06-16 Yukuan Hu , Huajie Chen , Xin Liu

We study the small-regularisation limit of the entropic optimal transport problem on the line with distance cost. While convergence of entropic minimizers is well understood in the discrete setting and in the case where the cost is…

Optimization and Control · Mathematics 2025-12-08 Armand Ley

We study the most common image and informal description of the optimal transport problem for quadratic cost, also known as the second boundary value problem for the Monge--Amp\`{e}re equation -- What is the most efficient way to fill a hole…

Analysis of PDEs · Mathematics 2022-07-12 Yash Jhaveri , Ovidiu Savin

The branched transport problem, a popular recent variant of optimal transport, is a non-convex and non-smooth variational problem on Radon measures. The so-called urban planning problem, on the contrary, is a shape optimization problem that…

Optimization and Control · Mathematics 2022-06-15 Julius Lohmann , Bernhard Schmitzer , Benedikt Wirth

Optimal transportation problem seeks for a coupling $\pi$ of two probability measures $\mu$ and $\nu$ which minimize the total cost $\int c d\pi$, which is linear in $\pi$. In this paper, we introduce a variation of optimal transportation…

Optimization and Control · Mathematics 2025-02-06 Seonghyeon Jeong

An optimal transport problem on finite spaces is a linear program. Recently, a relaxation of the optimal transport problem via strictly convex functions, especially via the Kullback--Leibler divergence, sheds new light on data sciences.…

Optimization and Control · Mathematics 2021-03-03 Asuka Takatsu

Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two random variables (one continuous, one discrete) with fixed…

Econometrics · Economics 2026-01-22 Yinchu Zhu , Ilya O. Ryzhov

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

We consider the problem of dynamic optimal transport with a density constraint. We derive variational limits in terms of $\Gamma$-convergence for two singular phenomena. First, for densities constrained near a hyperplane we recover the…

Analysis of PDEs · Mathematics 2021-06-08 Peter Gladbach , Eva Kopfer

Optimal transport (OT) theory provides a principled framework for modeling mass movement in applications such as mobility, logistics, and economics. Classical formulations, however, generally ignore capacity limits that are intrinsic in…

Optimization and Control · Mathematics 2025-11-04 Anqi Dong , Karl Henrik Johansson , Johan Karlsson

We present a primal-dual dynamical formulation of the multi-marginal optimal transport problem for (semi-)convex cost functions. Even in the two-marginal setting, this formulation applies to cost functions not covered by the classical…

Optimization and Control · Mathematics 2025-10-14 Brendan Pass , Yair Shenfeld

We develop an $\e$-regularity theory at the boundary for a general class of Monge-Amp\`ere type equations arising in optimal transportation. As a corollary we deduce that optimal transport maps between H\"older densities supported on $C^2$…

Analysis of PDEs · Mathematics 2014-12-19 Shibing Chen , Alessio Figalli

We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…

Optimization and Control · Mathematics 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

In this paper, we establish a global regularity result for the optimal transport problem with the quadratic cost, where the domains may not be convex. This result is obtained by a perturbation argument, using a recent global regularity of…

Analysis of PDEs · Mathematics 2019-01-30 Shibing Chen , Jiakun Liu , Xu-Jia Wang

It is well-known that the optimal transport problem on the real line for the classical distance cost may not have a unique solution. In this paper we recover uniqueness by considering the transport problems where the costs are a power…

Probability · Mathematics 2019-07-02 Nicolas Juillet

In order to circumvent the difficulties in solving numerically the discrete optimal transport problem, in which one minimizes the linear target function $P\mapsto\langle C,P\rangle:=\sum_{i,j}C_{ij}P_{ij}$, Cuturi introduced a variant of…

Optimization and Control · Mathematics 2020-11-30 Daiji Tsutsui

The fundamental theorem of classical optimal transport establishes strong duality and characterizes optimizers through a complementary slackness condition. Milestones such as Brenier's theorem and the Kantorovich-Rubinstein formula are…

Probability · Mathematics 2025-01-28 Mathias Beiglböck , Gudmund Pammer , Lorenz Riess , Stefan Schrott