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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

Surveillance applications require a collection of heterogeneous vehicles to visit a set of targets. In this article, we consider a fundamental routing problem that arises in these applications involving two vehicles. Specifically, we…

Discrete Mathematics · Computer Science 2015-03-19 Jungyun Bae , Sivakumar Rathinam

We establish dual attainment for the multimarginal, multi-asset martingale optimal transport (MOT) problem, a fundamental question in the mathematical theory of model-independent pricing and hedging in quantitative finance. Our main result…

Mathematical Finance · Quantitative Finance 2026-02-04 Charlie Che , Tongseok Lim , Yue Sun

We consider an off-line optimisation problem where $k$ robots must service $n$ requests on a single line. A request $i$ has weight $w_i$ and takes place at time $t_i$ at location $d_i$ on the line. A robot can service a request and collect…

Data Structures and Algorithms · Computer Science 2021-12-01 A. Gkikas , T. Radzik

This paper exploit the equivalence between the Schr\"odinger Bridge problem and the entropy penalized optimal transport in order to find a different approach to the duality, in the spirit of optimal transport. This approach results in a…

Probability · Mathematics 2019-11-19 Simone Di Marino , Augusto Gerolin

Location Routing is a fundamental planning problem in logistics, in which strategic location decisions on the placement of facilities (depots, distribution centers, warehouses etc.) are taken based on accurate estimates of operational…

Discrete Mathematics · Computer Science 2021-08-06 Felipe Carrasco Heine , Antonia Demleitner , Jannik Matuschke

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

We present a new strongly polynomial algorithm for generalized flow maximization that is significantly simpler and faster than the previous strongly polynomial algorithm [V\'egh16]. For the uncapacitated problem formulation, the complexity…

Data Structures and Algorithms · Computer Science 2020-02-14 Neil Olver , László A. Végh

In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…

Systems and Control · Computer Science 2018-04-25 Ivano Notarnicola , Giuseppe Notarstefano

Flows over time have received substantial attention from both an optimization and (more recently) a game-theoretic perspective. In this model, each arc has an associated delay for traversing the arc, and a bound on the rate of flow entering…

Data Structures and Algorithms · Computer Science 2019-12-03 Dario Frascaria , Neil Olver

We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn…

Data Structures and Algorithms · Computer Science 2021-07-27 Tianyi Lin , Nhat Ho , Michael I. Jordan

We consider a distribution logistics scenario where a shipping operator, managing a limited amount of resources, receives a stream of collection requests, issued by a set of customers along a booking time-horizon, that are referred to a…

Optimization and Control · Mathematics 2023-07-04 Giovanni Giallombardo , Francesca Guerriero , Giovanna Miglionico

This article focuses on a biobjective extension of the maximum flow network interdiction problem, where each arc in the network is associated with two capacity values. Two maximum flows from a source to a sink are to be computed…

Combinatorics · Mathematics 2020-10-09 Luca E. Schäfer , Stefan Ruzika , Sven O. Krumke , Carlos M. Fonseca

This paper presents a widely applicable approach to solving (multi-marginal, martingale) optimal transport and related problems via neural networks. The core idea is to penalize the optimization problem in its dual formulation and reduce it…

Optimization and Control · Mathematics 2019-01-28 Stephan Eckstein , Michael Kupper

Consider the problem of optimally matching two measures on the circle, or equivalently two periodic measures on the real line, and suppose the cost of matching two points satisfies the Monge condition. We introduce a notion of locally…

Optimization and Control · Mathematics 2010-05-04 Julie Delon , Julien Salomon , Andrei Sobolevskii

We study a generalization of the Steiner tree problem, where we are given a weighted network $G$ together with a collection of $k$ subsets of its vertices and a root $r$. We wish to construct a minimum cost network such that the network…

Data Structures and Algorithms · Computer Science 2017-07-12 Guru Guruganesh , Jennifer Iglesias , R. Ravi , Laura Sanità

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

Complexity of the Operations Research Theory tasks can be often diminished in cases that do not require finding the exact solution. For example, forecasting two-dimensional hierarchical time series leads us to the transportation problem…

Optimization and Control · Mathematics 2019-09-06 S. V. Rotin , I. V. Gusakov , V. Ya. Gusakov

The maximum capacity path problem is to find a path from a source to a sink which has the maximum capacity among all paths. This paper addresses an extension of this problem which considers loss factors. It is called the generalized maximum…

Discrete Mathematics · Computer Science 2023-12-12 Adrian Marius Deaconu , Javad Tayyebi , Mihai-Lucian Rîtan

The Steiner Multicycle problem consists of, given a complete graph, a weight function on its vertices, and a collection of pairwise disjoint non-unitary sets called terminal sets, finding a minimum weight collection of vertex-disjoint…

Data Structures and Algorithms · Computer Science 2023-08-16 Cristina G. Fernandes , Carla N. Lintzmayer , Phablo F. S. Moura