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We study the restricted inverse optimal value problem on linear programming under weighted $l_1$ norm (RIOVLP $_1$). Given a linear programming problem $LP_c: \min \{cx|Ax=b,x\geq 0\}$ with a feasible solution $x^0$ and a value $K$, we aim…

Optimization and Control · Mathematics 2023-08-22 Junhua Jia , Xiucui Guan , Xinqiang Qian , Panos M. Pardalos

This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…

Mathematical Physics · Physics 2023-10-17 Lorenzo Portinale

This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…

Optimization and Control · Mathematics 2017-05-23 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

The paper considers existence results of solution for a linear coupled system of Boltzmann transport equations and related inverse problem. The system models the evolution of three species of particles, photons, electrons and positrons.…

Analysis of PDEs · Mathematics 2019-12-02 Jouko Tervo

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

A neural solver and differentiable simulation of the quantum transmitting boundary model is presented for the inverse quantum transport problem. The neural solver is used to engineer continuous transmission properties and the differentiable…

Machine Learning · Computer Science 2023-07-19 Ivan Williams , Eric Polizzi

We present a novel approach for solving articulated inverse kinematic problems (e.g., character structures) by means of an iterative dual-quaternion and exponentialmapping approach. As dual-quaternions are a break from the norm and offer a…

Robotics · Computer Science 2022-11-04 Ben Kenwright

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

Optimization and Control · Mathematics 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

We present a discretization of the dynamic optimal transport problem for which we can obtain the convergence rate for the value of the transport cost to its continuous value when the temporal and spatial stepsize vanish. This convergence…

Numerical Analysis · Mathematics 2025-01-30 Sadashige Ishida , Hugo Lavenant

Paper provides a method for solving the reverse Monge-Kantorovich transport problem (TP). It allows to accumulate positive decision-taking experience made by decision-taker in situations that can be presented in the form of TP. The initial…

Machine Learning · Computer Science 2015-09-08 Valery Vilisov

In this paper, we consider a linear quadratic (LQ) optimal control problem in both finite and infinite dimensions. We derive an asymptotic expansion of the value function as the fixed time horizon T tends to infinity. The leading term in…

Optimization and Control · Mathematics 2023-12-27 Veljko Askovic , Emmanuel Trélat , Hasnaa Zidani

Optimal transport (OT) has gained popularity due to its various applications in fields such as machine learning, statistics, and signal processing. However, the balanced mass requirement limits its performance in practical problems. To…

Machine Learning · Computer Science 2024-04-24 Yikun Bai , Ivan Medri , Rocio Diaz Martin , Rana Muhammad Shahroz Khan , Soheil Kolouri

In this paper we address the problem of information-constrained optimal control for an interconnected system subject to one-step communication delays and power constraints. The goal is to minimize a finite-horizon quadratic cost by…

Systems and Control · Computer Science 2018-03-21 V. Causevic , P. Ugo Abara , S. Hirche

In this paper, we consider a dynamic equilibrium transportation problem. There is a fixed number of cars moving from origin to destination areas. Preferences for arrival times are expressed as a cost of arriving before or after the…

Optimization and Control · Mathematics 2024-09-02 Victoria Guseva , Ilya Sklonin , Irina Podlipnova , Demyan Yarmoshik , Alexander Gasnikov

We introduce a new variant of the weak optimal transport problem where mass is distributed from one space to the other through unnormalized kernels. We give sufficient conditions for primal attainment and prove a dual formula for this…

Functional Analysis · Mathematics 2024-04-22 Philippe Choné , Nathael Gozlan , Francis Kramarz

A standard quadratic program is an optimization problem that consists of minimizing a (nonconvex) quadratic form over the unit simplex. We focus on reformulating a standard quadratic program as a mixed integer linear programming problem. We…

Optimization and Control · Mathematics 2018-10-05 Jacek Gondzio , E. Alper Yildirim

We extend variational quantum optimization algorithms for Quadratic Unconstrained Binary Optimization problems to the class of Mixed Binary Optimization problems. This allows us to combine binary decision variables with continuous decision…

Quantum Physics · Physics 2021-09-13 Lee Braine , Daniel J. Egger , Jennifer Glick , Stefan Woerner

As the title suggests, this is the third paper in a series addressing bilevel optimization problems that are governed by the Kantorovich problem of optimal transport. These tasks can be reformulated as mathematical problems with…

Optimization and Control · Mathematics 2025-09-03 Sebastian Hillbrecht

Quadratic programming (QP) is a common and important constrained optimization problem. Here, we derive a surprising duality between constrained optimization with inequality constraints -- of which QP is a special case -- and consumer…

Statistical Mechanics · Physics 2019-05-22 Pankaj Mehta , Wenping Cui , Ching-Hao Wang , Robert Marsland

This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…

Optimization and Control · Mathematics 2011-10-11 Luis Rodrigues , Didier Henrion , Mehdi Abedinpour Fallah