Related papers: A Primal-Dual Algorithm for Link Dependent Origin …
Optimal decision tree (\odt) is a fundamental problem arising in applications such as active learning, entity identification, and medical diagnosis. An instance of \odt is given by $m$ hypotheses, out of which an unknown ``true'' hypothesis…
In this paper we present a novel derivation for an existing node-based algorithm for distributed optimisation termed the primal-dual method of multipliers (PDMM). In contrast to its initial derivation, in this work monotone operator theory…
Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…
The traditional multi-commodity flow problem assumes a given flow network in which multiple commodities are to be maximally routed in response to given demands. This paper considers the multi-commodity flow network-design problem: given a…
The optimal transport (OT) map is a geometry-driven transformation between high-dimensional probability distributions which underpins a wide range of tasks in statistics, applied probability, and machine learning. However, existing…
We propose Log-Averaged Mirror Prox (LAMP), a linear-space primal-dual method for large-scale optimal transport. LAMP implements primal mirror prox updates by tracking an averaged dual sequence, reducing storage complexity from ${O}(nm)$ to…
Motivated by robust dynamic resource allocation in operations research, we study the \textit{Online Learning to Transport} (OLT) problem where the decision variable is a probability measure, an infinite-dimensional object. We draw…
Optimal transport (OT) theory underlies many emerging machine learning (ML) methods nowadays solving a wide range of tasks such as generative modeling, transfer learning and information retrieval. These latter works, however, usually build…
Optimal Transport (OT) is a resource allocation problem with applications in biology, data science, economics and statistics, among others. In some of the applications, practitioners have access to samples which approximate the continuous…
Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…
We investigate the distributed multi-agent sharing optimization problem in a directed graph, with a composite objective function consisting of a smooth function plus a convex (possibly non-smooth) function shared by all agents. While…
Computing optimal transport (OT) for general high-dimensional data has been a long-standing challenge. Despite much progress, most of the efforts including neural network methods have been focused on the static formulation of the OT…
This paper addresses the problem of estimating link flows in a road network by combining limited traffic volume and vehicle trajectory data. While traffic volume data from loop detectors have been the common data source for link flow…
We provide theoretical analyses for two algorithms that solve the regularized optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. We show that a greedy variant of the classical Sinkhorn…
Over the several recent years, there has been a boom in development of Flow Matching (FM) methods for generative modeling. One intriguing property pursued by the community is the ability to learn flows with straight trajectories which…
In this work, a family of finite volume discretization schemes for LWR-type first order traffic flow models (with possible on- and off-ramps) is proposed: the Traffic Reaction Model (TRM). These schemes yield systems of ODEs that are…
Using convex combination and linesearch techniques, we introduce a novel primal-dual algorithm for solving structured convex-concave saddle point problems with a generic smooth nonbilinear coupling term. Our adaptive linesearch strategy…
Optimal transport on a graph focuses on finding the most efficient way to transfer resources from one distribution to another while considering the graph's structure. This paper introduces a new distributed algorithm that solves the optimal…
Existing algorithms to solve alternating-current optimal power flow (AC-OPF) often exploit linear approximations to simplify system models and accelerate computations. In this paper, we improve a recent hierarchical OPF algorithm, which…
In many operations management problems, we need to make decisions sequentially to minimize the cost while satisfying certain constraints. One modeling approach to study such problems is constrained Markov decision process (CMDP). When…