Related papers: A class of nonlinear optimisation and applications
In this paper, we show that the near field reflector problem is a nonlinear optimization problem. From the corresponding functional and constraint function, we derive the Monge-Amp\`ere type equation for such a problem.
In this paper, we introduce a dynamical urban planning model. This leads us to study a system of nonlinear equations coupled through multi-marginal optimal transport problems. A simple case consists in solving two equations coupled through…
We survey the (old and new) regularity theory for the Monge-Amp\`ere equation, show its connection to optimal transportation, and describe the regularity properties of a general class of Monge-Amp\`ere type equations arising in that…
This article studies problems of optimal transport, by embedding them in a general functional analytic framework of convex optimization. This provides a unified treatment of a large class of related problems in probability theory and allows…
In this paper, we introduce a family of real Monge-Amp\`ere functionals and study their variational properties. We prove a Sobolev type inequality for these functionals and use this to study the existence and uniqueness of some associated…
We develop a general condition on the cost function which is sufficient to imply Monge solution and uniqueness results in the multi-marginal optimal transport problem. This result unifies and generalizes several results in the rather…
We consider optimal route planning when the objective function is a general nonlinear and non-monotonic function. Such an objective models user behavior more accurately, for example, when a user is risk-averse, or the utility function needs…
In this article, we present a problem of nonlinear constraint optimization with equality and inequality constraints. Objective functions are defined to be nonlinear and optimizers may have a lower and upper bound. We solve the optimization…
In this paper we study an obstacle problem for Monge-Amp\`ere type functionals, whose Euler-Lagrange equations are a class of fourth order equations, including the affine maximal surface equations and Abreu's equation.
We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…
This paper studies the numerical approximation of solution of the Dirichlet problem for the fully nonlinear Monge-Ampere equation. In this approach, we take the advantage of reformulation the Monge-Ampere problem as an optimization problem,…
Monge--Amp\`ere equation plays an important part in Analysis. For example, it is instrumental in mass transport problems. On the other hand, the Bellman function technique appeared recently as a way to consider certain Harmonic Analysis…
We explore the structure of solutions to a family of non-linear martingale optimal transport (MOT) problems that involve conditional expectations in the objective functional. En route general results concerning optimization over…
We construct solutions to Monge-Amp\`ere equations whose Monge-Amp\`ere measures contain singular components supported on low codimensional sets. We also study the regularity of such solutions. To motivate our construction, we present…
The problem of optimal mass transport arises in numerous applications including image registration, mesh generation, reflector design, and astrophysics. One approach to solving this problem is via the Monge-Amp\`ere equation. While recent…
The inverse reflector problem arises in geometrical nonimaging optics: Given a light source and a target, the question is how to design a reflecting free-form surface such that a desired light density distribution is generated on the…
We study the problem of optimizing nonlinear objective functions over bipartite matchings. While the problem is generally intractable, we provide several efficient algorithms for it, including a deterministic algorithm for maximizing convex…
The aim of this paper is a short survey of models and methods that developed by the authors. These models and methods are used to optimize general networks with nonlinear non-convex restrictions and objectives possessing mixed…
A Monge-Amp\`ere (MA) equation arises when seeking an optimally transported mesh that equidistributes a given monitor function in Cartesian space. This MA equation is a fully nonlinear PDE, with a source term that is a function of the…
We prove uniqueness and Monge solution results for multi-marginal optimal transportation problems with a certain class of surplus functions; this class arises naturally in multi-agent matching problems in economics. This result generalizes…