English
Related papers

Related papers: Constrained Optimal Transport

200 papers

In this paper, we introduce a generalized dynamical unbalanced optimal transport framework by incorporating limited control input and mass dissipation, addressing limitations in conventional optimal transport for control applications. We…

Optimization and Control · Mathematics 2025-04-07 Dongjun Wu , Anders Rantzer

A new approach to linear programming duality is proposed which relies on quadratic penalization, so that the relation between solutions to the penalized primal and dual problems becomes affine. This yields a new proof of Levin's duality…

Optimization and Control · Mathematics 2013-09-13 Jonathan Korman , Robert J. McCann , Christian Seis

This paper studies the uniqueness of solutions to the dual optimal transport problem, both qualitatively and quantitatively (bounds on the diameter of the set of optimisers). On the qualitative side, we prove that when one marginal…

Optimization and Control · Mathematics 2026-04-03 William Ford

In this work we analyze regularized optimal transport problems in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, the aim is to find a transport plan, which is another Radon measure on the product of the…

Optimization and Control · Mathematics 2022-04-14 Dirk Lorenz , Hinrich Mahler

We provide a unifying approach to central limit type theorems for empirical optimal transport (OT). In general, the limit distributions are characterized as suprema of Gaussian processes. We explicitly characterize when the limit…

Probability · Mathematics 2022-02-28 Shayan Hundrieser , Marcel Klatt , Thomas Staudt , Axel Munk

We consider a Kantorovich potential associated to an optimal transportation problem between measures that are not necessarily absolutely continuous with respect to the Lebesgue measure, but are comparable to the Lebesgue measure when…

Analysis of PDEs · Mathematics 2023-08-22 Pierre-Emmanuel Jabin , Antoine Mellet

We completely characterise the optimal solutions for the three-marginal optimal transport problem - introduced in [K. Bolbotowski, G. Bouchitt\'e, Kantorovich-Rubinstein duality theory for the Hessian, 2024, preprint], and whose relaxation…

Optimization and Control · Mathematics 2025-02-14 Krzysztof J. Ciosmak

We suggest a new way of defining optimal transport of positive-semidefinite matrix-valued measures. It is inspired by a recent rendering of the incompressible Euler equations and related conservative systems as concave maximization…

Optimization and Control · Mathematics 2019-07-16 Yann Brenier , Dmitry Vorotnikov

Given two n-dimensional measures $\mu$ and $\nu$ on Polish spaces, we propose an optimal transportation's formulation, inspired by classical Kan-torovitch's formulation in the scalar case. In particular, we established a strong duality…

Optimization and Control · Mathematics 2019-01-16 Xavier Bacon

In classical optimal transport, the contributions of Benamou$-$Brenier and McCann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical…

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

The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…

Probability · Mathematics 2010-08-27 Najma Ahmad , Hwa Kil Kim , Robert J. McCann

We study the dual formulation of the Monge-Kantorovich optimal transportation problem, in particular under what circumstances it is permitted in an infinite dimensional setting to use cylindrical functions, i.e. functions of the form…

Functional Analysis · Mathematics 2015-04-13 Martijn Zaal

In this paper, we introduce weak optimal entropy transport problems that cover both optimal entropy transport problems and weak optimal transport problems introduced by Liero, Mielke, and Savar\'{e} [27]; and Gozlan, Roberto, Samson and…

Functional Analysis · Mathematics 2025-04-15 Nhan-Phu Chung , Thanh-Son Trinh

In the first part of the paper we briefly decribe the classical problem, raised by Monge in 1781, of optimal transportation of mass. We discuss also Kantorovich's weak solution of the problem, which leads to general existence results, to a…

Analysis of PDEs · Mathematics 2007-05-23 Luigi Ambrosio

Suppose that $c(x,y)$ is the cost of transporting a unit of mass from $x\in X$ to $y\in Y$ and suppose that a mass distribution $\mu$ on $X$ is transported optimally (so that the total cost of transportation is minimal) to the mass…

Functional Analysis · Mathematics 2014-05-20 Sedi Bartz , Simeon Reich

In this paper, we establish a Kantorovich duality for weak optimal total variation transport problems. As consequences, we recover a version of duality formula for partial optimal transports established by Caffarelli and McCann; and we also…

Optimization and Control · Mathematics 2021-01-19 Nhan-Phu Chung , Thanh-Son Trinh

The optimal weak transport problem has recently been introduced by Gozlan et.\ al. We provide general existence and duality results for these problems on arbitrary Polish spaces, as well as a necessary and sufficient optimality criterion in…

Optimization and Control · Mathematics 2019-09-06 Julio Backhoff Veraguas , Mathias Beiglboeck , Gudmund Pammer

An universal primal-dual approach of description equilibriums in large class of hierarchical congestion population games is proposed. At the very core of the approach is hierarchy of enclosed to each other transport networks. In different…

Optimization and Control · Mathematics 2016-03-09 Alexander Gasnikov , Evgenia Gasnikova , Sergey Matsievsky , Inna Usik

The dual representation of the martingale optimal transport problem in the Skorokhod space of multi dimensional cadlag processes is proved. The dual is a minimization problem with constraints involving stochastic integrals and is similar to…

Pricing of Securities · Quantitative Finance 2015-02-09 Y. Dolinsky , H. M. Soner