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We present a method to extract temporal hypergraphs from sequences of 2-dimensional functions obtained as solutions to Optimal Transport problems. We investigate optimality principles exhibited by these solutions from the point of view of…

Discrete Mathematics · Computer Science 2023-01-10 Diego Baptista , Caterina De Bacco

In this paper, we present a novel and principled approach to learn the optimal transport between two distributions, from samples. Guided by the optimal transport theory, we learn the optimal Kantorovich potential which induces the optimal…

Machine Learning · Computer Science 2020-06-19 Ashok Vardhan Makkuva , Amirhossein Taghvaei , Sewoong Oh , Jason D. Lee

We develop an algorithmic theory of convex optimization over discrete sets. Using a combination of algebraic and geometric tools we are able to provide polynomial time algorithms for solving broad classes of convex combinatorial…

Optimization and Control · Mathematics 2009-01-24 Shmuel Onn

This article reviews the use of first order convex optimization schemes to solve the discretized dynamic optimal transport problem, initially proposed by Benamou and Brenier. We develop a staggered grid discretization that is well adapted…

Numerical Analysis · Mathematics 2014-02-11 Nicolas Papadakis , Gabriel Peyré , Edouard Oudet

We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…

Data Structures and Algorithms · Computer Science 2020-07-07 Yihe Dong , Yu Gao , Richard Peng , Ilya Razenshteyn , Saurabh Sawlani

In this paper, distributed convex optimization problem over non-directed dynamical networks is studied. Here, networked agents with single-integrator dynamics are supposed to rendezvous at a point that is the solution of a global convex…

Optimization and Control · Mathematics 2017-07-18 Amir Adibzadeh , Mohsen Zamani , Amir A. Suratgar , Mohammad B. Menhaj

Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted…

Optimization and Control · Mathematics 2019-05-13 Andrew M. Stuart , Marie-Therese Wolfram

We introduce a new framework for efficient sampling from complex probability distributions, using a combination of optimal transport maps and the Metropolis-Hastings rule. The core idea is to use continuous transportation to transform…

Computation · Statistics 2019-06-11 Matthew Parno , Youssef Marzouk

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

This paper is about the construction of displacement interpolations on a discrete metric graph. Our approach is based on the approximation of any optimal transport problem whose cost function is a distance on a discrete graph by a sequence…

Metric Geometry · Mathematics 2022-09-05 Christian Léonard

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

In this paper, we introduce a dynamical urban planning model. This leads us to study a system of nonlinear equations coupled through multi-marginal optimal transport problems. A simple case consists in solving two equations coupled through…

Analysis of PDEs · Mathematics 2018-05-04 Maxime Laborde

Motivated by the computational difficulties incurred by popular deep learning algorithms for the generative modeling of temporal densities, we propose a cheap alternative which requires minimal hyperparameter tuning and scales favorably to…

Machine Learning · Statistics 2023-10-13 Jonah Botvinick-Greenhouse , Yunan Yang , Romit Maulik

Optimal Transport is a theory that allows to define geometrical notions of distance between probability distributions and to find correspondences, relationships, between sets of points. Many machine learning applications are derived from…

Machine Learning · Statistics 2020-11-10 Titouan Vayer

In this work we consider algorithms for reconstructing time-varying data into a finite sum of discrete trajectories, alternatively, an off-the-grid sparse-spikes decomposition which is continuous in time. Recent work showed that this…

Optimization and Control · Mathematics 2022-12-26 Vincent Duval , Robert Tovey

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

Adapted optimal transport (AOT) problems are optimal transport problems for distributions of a time series where couplings are constrained to have a temporal causal structure. In this paper, we develop computational tools for solving AOT…

Probability · Mathematics 2023-04-26 Stephan Eckstein , Gudmund Pammer

This paper considers nonconvex distributed constrained optimization over networks, modeled as directed (possibly time-varying) graphs. We introduce the first algorithmic framework for the minimization of the sum of a smooth nonconvex…

Optimization and Control · Mathematics 2018-09-05 Gesualdo Scutari , Ying Sun

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

We present a self-contained analysis of a particular family of metrics over the set of non-negative integers. We show that these metrics, which are defined through a nested sequence of optimal transport problems, provide tight estimates for…

Optimization and Control · Mathematics 2022-04-21 Mario Bravo , Thierry Champion , Roberto Cominetti