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We employ scoring functions, used in statistics for eliciting risk functionals, as cost functions in the Monge-Kantorovich (MK) optimal transport problem. This gives raise to a rich variety of novel asymmetric MK divergences, which subsume…

Risk Management · Quantitative Finance 2024-04-11 Silvana M. Pesenti , Steven Vanduffel

This is the second and the final part of the review on density functional theory (DFT), referred to as DFT-II. In the first review, DFT-I, we have discussed wavefunction-based methods, their complexity, and the basic of density functional…

Materials Science · Physics 2023-05-25 Ashish Kumar , Prashant Singh , Manoj K. Harbola

The first part of this paper contains a brief introduction to conservation law models of traffic flow on a network of roads. Globally optimal solutions and Nash equilibrium solutions are reviewed, with several groups of drivers sharing…

Analysis of PDEs · Mathematics 2019-01-18 Alberto Bressan , Yucong Huang

We present recent advances in Density Functional Theory (DFT) for applications to the field of quantum transport, with particular emphasis on transport through strongly correlated systems. We review the foundations of the popular…

Mesoscale and Nanoscale Physics · Physics 2017-10-11 S. Kurth , G. Stefanucci

Density-corrected density functional theory (DC-DFT) is enjoying substantial success in improving semilocal DFT calculations in a wide variety of chemical problems. This paper provides the formal theoretical framework and assumptions for…

Chemical Physics · Physics 2019-08-19 Stefan Vuckovic , Suhwan Song , John Kozlowski , Eunji Sim , Kieron Burke

Motivated by a problem arising from Density Functional Theory, we provide the sharp next-order asymptotics for a class of multimarginal optimal transport problems with cost given by singular, long-range pairwise interaction potentials. More…

Mathematical Physics · Physics 2018-12-17 Codina Cotar , Mircea Petrache

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

This paper deals with a variant of the optimal transportation problem. Given f $\in$ L 1 (R d , [0, 1]) and a cost function c $\in$ C(R d x R d) of the form c(x, y) = k(y -- x), we minimise $\int$ c d$\gamma$ among transport plans $\gamma$…

Analysis of PDEs · Mathematics 2024-10-10 Jules Candau-Tilh , Michael Goldman , Benoît Merlet

We propose a novel algorithm for offline reinforcement learning using optimal transport. Typically, in offline reinforcement learning, the data is provided by various experts and some of them can be sub-optimal. To extract an efficient…

Machine Learning · Computer Science 2024-10-21 Arip Asadulaev , Rostislav Korst , Alexander Korotin , Vage Egiazarian , Andrey Filchenkov , Evgeny Burnaev

We study solutions to the multi-marginal Monge-Kantorovich problem which are concentrated on several graphs over the first marginal. We first present two general conditions on the cost function which ensure, respectively, that any solution…

Optimization and Control · Mathematics 2015-07-22 Abbas Moameni , Brendan Pass

Optimal transportation distances are valuable for comparing and analyzing probability distributions, but larger-scale computational techniques for the theoretically favorable quadratic case are limited to smooth domains or regularized…

Other Computer Science · Computer Science 2016-03-23 Justin Solomon , Raif Rustamov , Leonidas Guibas , Adrian Butscher

We develop a method to estimate from data travel latency cost functions in multi-class transportation networks, which accommodate different types of vehicles with very different characteristics (e.g., cars and trucks). Leveraging our…

Systems and Control · Computer Science 2017-04-05 Jing Zhang , Ioannis Ch. Paschalidis

This article gives an introduction to optimal transport, a mathematical theory that makes it possible to measure distances between functions (or distances between more general objects), to interpolate between objects or to enforce…

Analysis of PDEs · Mathematics 2017-10-10 Bruno Levy , Erica Schwindt

Density functional theory (DFT) is an indispensable ab initio method in both quantum chemistry and condensed matter physics. Based on recent advancements in reduced density matrix functional theory (RDMFT), a variant of DFT that is believed…

Quantum Physics · Physics 2026-04-02 Chih-Chun Wang

Optimal Transport (OT) theory has seen an increasing amount of attention from the computer science community due to its potency and relevance in modeling and machine learning. It introduces means that serve as powerful ways to compare…

Machine Learning · Computer Science 2021-06-04 Luis Caicedo Torres , Luiz Manella Pereira , M. Hadi Amini

The theoretical landscape of transportation cost planning is shifting from deterministic linear models to dynamic, data-driven optimization. As supply chains face volatility, static 20th-century cost assumptions prove increasingly…

Theoretical Economics · Economics 2025-12-12 Samuel Darwisman

We propose and analyze a modified damped Newton algorithm to solve the semi-discrete optimal transport with storage fees. We prove global linear convergence for a wide range of storage fee functions, the main assumption being that each…

Optimization and Control · Mathematics 2020-07-09 Mohit Bansil

In machine learning and computer vision, optimal transport has had significant success in learning generative models and defining metric distances between structured and stochastic data objects, that can be cast as probability measures. The…

Machine Learning · Computer Science 2020-10-20 Anton Mallasto , Markus Heinonen , Samuel Kaski

We analyze several optimal transportation problems between de-terminantal point processes. We show how to estimate some of the distances between distributions of DPP they induce. We then apply these results to evaluate the accuracy of a new…

Data Structures and Algorithms · Computer Science 2020-11-03 Laurent Decreusefond , Guillaume Moroz

The recently proposed density functional theory for steady-state transport (i-DFT) is extended to include temperature gradients between the leads. Within this framework, a general and exact expression is derived for the linear Seebeck…

Strongly Correlated Electrons · Physics 2019-12-04 Nahual Sobrino , Roberto D'Agosta , Stefan Kurth