Related papers: Inverse Quadratic Transportation Problem
Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…
Optimal transport (OT) has become exceedingly popular in machine learning, data science, and computer vision. The core assumption in the OT problem is the equal total amount of mass in source and target measures, which limits its…
Entropic regularization provides a generalization of the original optimal transport problem. It introduces a penalty term defined by the Kullback-Leibler divergence, making the problem more tractable via the celebrated Sinkhorn algorithm.…
Quadratic unconstrained binary optimization (QUBO) is the mathematical formalism for phrasing and solving a class of optimization problems that are combinatorial in nature. Due to their natural equivalence with the two dimensional Ising…
Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…
This paper introduces the Packing While Traveling problem as a new non-linear knapsack problem. Given are a set of cities that have a set of items of distinct profits and weights and a vehicle that may collect the items when visiting all…
Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…
We present a block gradient ascent method for solving the quantum optimal transport problem with entropic regularisation similar to the algorithm proposed in [D. Feliciangeli, A. Gerolin, L. Portinale: J. Funct. Anal. 285 (2023), no. 4,…
We demonstrate an iterative scheme to approximate the optimal transportation problem with a discrete target measure under certain standard conditions on the cost function. Additionally, we give a finite upper bound on the number of…
Mixed-integer quadratic programs (MIQPs) are a versatile way of formulating vehicle decision making and motion planning problems, where the prediction model is a hybrid dynamical system that involves both discrete and continuous decision…
We propose two deep neural network-based methods for solving semi-martingale optimal transport problems. The first method is based on a relaxation/penalization of the terminal constraint, and is solved using deep neural networks. The second…
Transportation Problem is an important aspect which has been widely studied in Operations Research domain. It has been studied to simulate different real life problems. In particular, application of this Problem in NP- Hard Problems has a…
We propose new variational principles for traffic assignment problems. So to find equillibrium we have to solve large-scale convex optimization problem of special type. We propose some kind of "algebra" on different models and corresponding…
In this work, we investigate an optimization problem over adapted couplings between pairs of real valued random variables, possibly describing random times. We relate those couplings to a specific class of causal transport plans between…
Quadratic Unconstrained Binary Optimization models are useful for solving a diverse range of optimization problems. Constraints can be added by incorporating quadratic penalty terms into the objective, often with the introduction of slack…
Triangulation of a three-dimensional point from at least two noisy 2-D images can be formulated as a quadratically constrained quadratic program. We propose an algorithm to extract candidate solutions to this problem from its semidefinite…
In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…
In [Q. Liao et al., Commun. Math. Sci., 20(2022)], a linear-time Sinkhorn algorithm is developed based on dynamic programming, which significantly reduces the computational complexity involved in solving optimal transport problems. However,…
The optimal transport problem is studied in the context of Lorentz-Finsler geometry. For globally hyperbolic Lorentz-Finsler spacetimes the first Kantorovich problem and the Monge problem are solved. Further the intermediate regularity of…
In this paper, we describe the usage of the Quantum Approximate Optimization Algorithm (QAOA), which is a quantum-classical heuristic, to solve a combinatorial optimization and integer programming task known as Vehicle Routing Problem…