Related papers: An efficient linear programming method for Optimal…
Optimal power flow (OPF) is a critical optimization problem for power systems to operate at points where cost or other operational objectives are optimized. Due to the non-convexity of the set of feasible OPF operating points, it is…
Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded…
In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the induced primal-dual regularization, the authors propose to…
Computing exact Optimal Transport (OT) distances for large-scale datasets is computationally prohibitive. While entropy-regularized alternatives offer speed, they sacrifice precision and frequently suffer from numerical instability in…
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…
A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…
We present a novel hierarchical framework for optimal transport (OT) using string diagrams, namely string diagrams of optimal transports. This framework reduces complex hierarchical OT problems to standard OT problems, allowing efficient…
Optimal transport (OT) is a popular tool in machine learning to compare probability measures geometrically, but it comes with substantial computational burden. Linear programming algorithms for computing OT distances scale cubically in the…
We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between $m$ discrete probability distributions supported each on $n$…
Optimal Transport (OT) is a mathematical framework that first emerged in the eighteenth century and has led to a plethora of methods for answering many theoretical and applied questions. The last decade has been a witness to the remarkable…
Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent…
Despite major advancements in nonlinear programming (NLP) and convex relaxations, most system operators around the world still predominantly use some form of linear programming (LP) approximation of the AC power flow equations. This is…
The discrete optimal transport (OT) problem, which offers an effective computational tool for comparing two discrete probability distributions, has recently attracted much attention and played essential roles in many modern applications.…
Optimal transport (OT) based data analysis is often faced with the issue that the underlying cost function is (partially) unknown. This paper is concerned with the derivation of distributional limits for the empirical OT value when the cost…
We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…
Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…
Bi-causal optimal transport (OT) is a natural framework for comparing and coupling stochastic processes under nonanticipative information constraints, with important applications in robust finance, sequential uncertainty quantification, and…
Optimal Transport (OT) is a fundamental tool for comparing probability distributions, but its exact computation remains prohibitive for large datasets. In this work, we introduce novel families of upper and lower bounds for the OT problem…
In this work, we develop a new framework for dynamic network flow problems based on optimal transport theory. We show that the dynamic multi-commodity minimum-cost network flow problem can be formulated as a multi-marginal optimal transport…
Recently, linear regression models incorporating an optimal transport (OT) loss have been explored for applications such as supervised unmixing of spectra, music transcription, and mass spectrometry. However, these task-specific approaches…