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We study an optimization problem related to the approximation of given data by a linear combination of transformed modes. In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper…

Optimization and Control · Mathematics 2021-07-12 Felix Black , Philipp Schulze , Benjamin Unger

We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions $\pi_0,\pi_1$ on $\mathbb{R}^d$, of minimizing a transport cost $\mathbb{E}[c(X_1-X_0)]$ in the set of couplings $(X_0,X_1)$ whose…

Machine Learning · Statistics 2022-09-30 Qiang Liu

We consider a vehicle routing problem which seeks to minimize cost subject to service level constraints on several groups of deliveries. This problem captures some essential challenges faced by a logistics provider which operates…

Optimization and Control · Mathematics 2017-06-13 Teobaldo Bulhões , Minh Hoàng Hà , Rafael Martinelli , Thibaut Vidal

In this paper we consider resource allocation problem stated as a convex minimization problem with linear constraints. To solve this problem, we use gradient and accelerated gradient descent applied to the dual problem and prove the…

Optimization and Control · Mathematics 2019-10-01 Anastasiya Ivanova , Pavel Dvurechensky , Alexander Gasnikov , Dmitry Kamzolov

In the regime of bounded transportation costs, additive approximations for the optimal transport problem are reduced (rather simply) to relative approximations for positive linear programs, resulting in faster additive approximation…

Data Structures and Algorithms · Computer Science 2018-10-23 Kent Quanrud

Origin-Destination Matrix (ODM) estimation is a classical problem in transport engineering aiming to recover flows from every Origin to every Destination from measured traffic counts and a priori model information. In addition to traffic…

Optimization and Control · Mathematics 2019-07-18 Gabriel Michau , Nelly Pustelnik , Pierre Borgnat , Patrice Abry , Alfredo Nantes , Ashish Bhaskar , Edward Chung

We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish $\Gamma$-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects…

Analysis of PDEs · Mathematics 2023-02-24 Guillaume Carlier , Camilla Brizzi , Luigi De Pascale

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…

Optimization and Control · Mathematics 2023-08-08 Luca Nenna , Brendan Pass

We study the single-sink buy-at-bulk problem with an unknown cost function. We wish to route flow from a set of demand nodes to a root node, where the cost of routing x total flow along an edge is proportional to f(x) for some concave,…

Data Structures and Algorithms · Computer Science 2010-08-30 Ashish Goel , Ian Post

We consider the problem of maximizing the revenue raised from tolls set on the arcs of a transportation network, under the constraint that users are assigned to toll-compatible shortest paths. We first prove that this problem is strongly…

Computer Science and Game Theory · Computer Science 2017-07-24 S. Roch , P. Marcotte , G. Savard

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

Numerical Analysis · Mathematics 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

In this work, we develop a new framework for dynamic network flow problems based on optimal transport theory. We show that the dynamic multi-commodity minimum-cost network flow problem can be formulated as a multi-marginal optimal transport…

Optimization and Control · Mathematics 2021-06-29 Isabel Haasler , Axel Ringh , Yongxin Chen , Johan Karlsson

We provide a computational complexity analysis for the Sinkhorn algorithm that solves the entropic regularized Unbalanced Optimal Transport (UOT) problem between two measures of possibly different masses with at most $n$ components. We show…

Computational Complexity · Computer Science 2020-11-20 Khiem Pham , Khang Le , Nhat Ho , Tung Pham , Hung Bui

We consider some classical optimization problems in path planning and network transport, and we introduce new auction-based algorithms for their optimal and suboptimal solution. The algorithms are based on mathematical ideas that are…

Optimization and Control · Mathematics 2022-07-21 Dimitri Bertsekas

We study ROUND-UFP and ROUND-SAP, two generalizations of the classical BIN PACKING problem that correspond to the unsplittable flow problem on a path (UFP) and the storage allocation problem (SAP), respectively. We are given a path with…

Data Structures and Algorithms · Computer Science 2022-02-09 Debajyoti Kar , Arindam Khan , Andreas Wiese

We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between $m$ discrete probability distributions supported each on $n$…

Machine Learning · Statistics 2022-02-23 Tianyi Lin , Nhat Ho , Marco Cuturi , Michael I. Jordan

We study the solution of a large-scale transportation problem with an additional constraint on the sparsity of inbound flows. Such problems arise in the management of inventory for online retailers that operate with many order fulfillment…

Optimization and Control · Mathematics 2014-02-12 Annie I. Chen , Stephen C. Graves

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 consider the following two deterministic inventory optimization problems over a finite planning horizon $T$ with non-stationary demands. (a) Submodular Joint Replenishment Problem: This involves multiple item types and a single retailer…

Data Structures and Algorithms · Computer Science 2015-04-27 Viswanath Nagarajan , Cong Shi

Given a bidirected ring with capacities and a demand graph, we present an approximation algorithm to the problem of finding the minimum $\alpha$ such that there exists a feasible unsplittable routing of the demands after multiplying each…

Networking and Internet Architecture · Computer Science 2010-06-03 Johanna Becker , Zsolt Csizmadia , Alexandre Laugier , Jácint Szabó , László Szegö