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$ $In many optimization problems, a feasible solution induces a multi-dimensional cost vector. For example, in load-balancing a schedule induces a load vector across the machines. In $k$-clustering, opening $k$ facilities induces an…

Data Structures and Algorithms · Computer Science 2018-11-14 Deeparnab Chakrabarty , Chaitanya Swamy

Multimarginal Optimal Transport (MOT) is the problem of linear programming over joint probability distributions with fixed marginals. A key issue in many applications is the complexity of solving MOT: the linear program has exponential size…

Optimization and Control · Mathematics 2021-11-16 Jason M. Altschuler , Enric Boix-Adsera

This paper improves the state-of-the-art rate of a first-order algorithm for solving entropy regularized optimal transport. The resulting rate for approximating the optimal transport (OT) has been improved from…

Optimization and Control · Mathematics 2023-01-25 Yiling Luo , Yiling Xie , Xiaoming Huo

The cost-distance Steiner tree problem seeks a Steiner tree that minimizes the total congestion cost plus the weighted sum of source-sink delays. This problem arises as a subroutine in timing-constrained global routing with a linear delay…

Data Structures and Algorithms · Computer Science 2025-03-07 Stephan Held , Edgar Perner

We study the load balanced capacitated vehicle routing problem (LBCVRP): the problem is to design a collection of tours for a fixed fleet of vehicles with capacity Q to distribute a supply from a single depot between a number of predefined…

Data Structures and Algorithms · Computer Science 2020-07-28 Haniyeh Fallah , Farzad Didehvar , Farhad Rahmati

In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…

Systems and Control · Computer Science 2016-06-27 Ivano Notarnicola , Giuseppe Notarstefano

We propose a numerical algorithm for the computation of multi-marginal optimal transport (MMOT) problems involving general probability measures that are not necessarily discrete. By developing a relaxation scheme in which marginal…

Optimization and Control · Mathematics 2025-12-29 Ariel Neufeld , Qikun Xiang

The Max-Flow Min-Cut theorem is the classical duality result for the Max-Flow problem, which considers flow of a single commodity. We study a multiple commodity generalization of Max-Flow in which flows are composed of real-valued k-vectors…

Data Structures and Algorithms · Computer Science 2024-03-05 Matthew Broussard , Bala Krishnamoorthy

Entropic regularization is quickly emerging as a new standard in optimal transport (OT). It enables to cast the OT computation as a differentiable and unconstrained convex optimization problem, which can be efficiently solved using the…

Machine Learning · Statistics 2018-02-21 Mathieu Blondel , Vivien Seguy , Antoine Rolet

A new method is proposed for the solution of the data-driven optimal transport barycenter problem and of the more general distributional barycenter problem that the article introduces. The method improves on previous approaches based on…

Optimization and Control · Mathematics 2021-04-30 Esteban G. Tabak , Giulio Trigila , Wenjun Zhao

Optimal Transport (OT) naturally arises in many machine learning applications, yet the heavy computational burden limits its wide-spread uses. To address the scalability issue, we propose an implicit generative learning-based framework…

Machine Learning · Computer Science 2019-06-26 Yujia Xie , Minshuo Chen , Haoming Jiang , Tuo Zhao , Hongyuan Zha

We present a 1.91457-approximation algorithm for the prize-collecting travelling salesman problem. This is obtained by combining a randomized variant of a rounding algorithm of Bienstock et al. and a primal-dual algorithm of Goemans and…

Data Structures and Algorithms · Computer Science 2009-10-06 Michel X. Goemans

We combine the power flow model with the proportionally fair optimization criterion to study the control of congestion within a distribution electric grid network. The form of the mathematical optimization problem is a convex second order…

Optimization and Control · Mathematics 2018-10-04 Miroslav Gardlo , Ľuboš Buzna , Rui Carvalho , Richard Gibbens , Frank Kelly

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

We consider a monopolist seller with $n$ heterogeneous items, facing a single buyer. The buyer has a value for each item drawn independently according to (non-identical) distributions, and her value for a set of items is additive. The…

Computer Science and Game Theory · Computer Science 2020-08-03 Moshe Babaioff , Nicole Immorlica , Brendan Lucier , S. Matthew Weinberg

This paper studies a portfolio allocation problem, where the goal is to prescribe the wealth distribution at the final time. We study this problem with the tools of optimal mass transport. We provide a dual formulation which we solve by a…

Optimization and Control · Mathematics 2022-04-19 Ivan Guo , Nicolas Langrené , Grégoire Loeper , Wei Ning

In the Stackelberg Network Pricing problem, one has to assign tariffs to a certain subset of the arcs of a given transportation network. The aim is to maximize the amount paid by the user of the network, knowing that the user will take a…

Data Structures and Algorithms · Computer Science 2011-03-07 Gwenaël Joret

To contrast different generators for flow equations for Hamiltonians and to discuss the dependence of physical quantities on unitarily equivalent, but effectively different initial Hamiltonians, a numerically solvable model is considered…

Statistical Mechanics · Physics 2009-11-07 T. Stauber , A. Mielke

We introduce the refined assortment optimization problem where a firm may decide to make some of its products harder to get instead of making them unavailable as in the traditional assortment optimization problem. Airlines, for example,…

Theoretical Economics · Economics 2021-02-08 Gerardo Berbeglia , Alvaro Flores , Guillermo Gallego

We study the Min-Weighted Sum Bin Packing problem, a variant of the classical Bin Packing problem in which items have a weight, and each item induces a cost equal to its weight multiplied by the index of the bin in which it is packed. This…

Data Structures and Algorithms · Computer Science 2023-04-06 Guillaume Sagnol