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We derive iterative scaling algorithms of the Sinkhorn-Knopp (SK) type for constrained optimal transport. The constraints are in the form of prior-imposed zeroes in the transport plan. Based on classical Bregman arguments, we prove…

Optimization and Control · Mathematics 2024-04-02 Martin Corless , Anthony Quinn , Sarah Boufelja , Robert Shorten

Optimal transport is an important tool in machine learning, allowing to capture geometric properties of the data through a linear program on transport polytopes. We present a single-loop optimization algorithm for minimizing general convex…

Machine Learning · Computer Science 2023-06-21 Marin Ballu , Quentin Berthet

Sinkhorn algorithm has been used pervasively to approximate the solution to optimal transport (OT) and unbalanced optimal transport (UOT) problems. However, its practical application is limited due to the high computational complexity. To…

Machine Learning · Statistics 2026-04-07 Mengyu Li , Jun Yu , Tao Li , Cheng Meng

Optimal mass transport, also known as the earth mover's problem, is an optimization problem with important applications in various disciplines, including economics, probability theory, fluid dynamics, cosmology and geophysics to cite a few.…

Numerical Analysis · Mathematics 2022-06-28 Said Kerrache , Yasushi Nakauchi

Incorporating a deep generative model as the prior distribution in inverse problems has established substantial success in reconstructing images from corrupted observations. Notwithstanding, the existing optimization approaches use gradient…

Machine Learning · Computer Science 2023-01-31 Tianci Liu , Tong Yang , Quan Zhang , Qi Lei

In this work, we explore the use of operator splitting algorithms for solving regularized structural topology optimization problems. The context is the classical structural design problems (e.g., compliance minimization and compliant…

Optimization and Control · Mathematics 2013-07-22 Cameron Talischi , Glaucio H. Paulino

Computational optimal transport (OT) has recently emerged as a powerful framework with applications in various fields. In this paper we focus on a relaxation of the original OT problem, the entropic OT problem, which allows to implement…

Probability · Mathematics 2025-10-06 Giacomo Greco , Maxence Noble , Giovanni Conforti , Alain Durmus

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment are powerful frameworks for geometrically driven matching of probability distributions, yet their large-scale usage is hampered by high statistical and computational costs.…

Statistics Theory · Mathematics 2026-02-04 Tao Wang , Ziv Goldfeld

Starting from Brenier's relaxed formulation of the incompressible Euler equation in terms of geodesics in the group of measure-preserving diffeomorphisms, we propose a numerical method based on Sinkhorn's algorithm for the entropic…

Numerical Analysis · Mathematics 2018-03-06 Jean-David Benamou , Guillaume Carlier , Luca Nenna

This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast…

Machine Learning · Computer Science 2023-12-25 Anh Duc Nguyen , Tuan Dung Nguyen , Quang Minh Nguyen , Hoang H. Nguyen , Lam M. Nguyen , Kim-Chuan Toh

Partial Optimal Transport (POT) addresses the problem of transporting only a fraction of the total mass between two distributions, making it suitable when marginals have unequal size or contain outliers. While Sinkhorn-based methods are…

Machine Learning · Computer Science 2026-04-07 Nghia Thu Truong , Qui Phu Pham , Quang Nguyen , Dung Luong , Mai Tran

Scaling algorithms for entropic transport-type problems have become a very popular numerical method, encompassing Wasserstein barycenters, multi-marginal problems, gradient flows and unbalanced transport. However, a standard implementation…

Optimization and Control · Mathematics 2019-02-12 Bernhard Schmitzer

The optimal transport problem has recently developed into a powerful framework for various applications in estimation and control. Many of the recent advances in the theory and application of optimal transport are based on regularizing the…

Optimization and Control · Mathematics 2021-03-12 Isabel Haasler , Axel Ringh , Yongxin Chen , Johan Karlsson

We propose a new framework for formulating optimal transport distances between Markov chains. Previously known formulations studied couplings between the entire joint distribution induced by the chains, and derived solutions via a reduction…

Machine Learning · Computer Science 2024-06-17 Sergio Calo , Anders Jonsson , Gergely Neu , Ludovic Schwartz , Javier Segovia-Aguas

Imitation learning algorithms have been interpreted as variants of divergence minimization problems. The ability to compare occupancy measures between experts and learners is crucial in their effectiveness in learning from demonstrations.…

Machine Learning · Computer Science 2022-07-05 Georgios Papagiannis , Yunpeng Li

This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…

Statistics Theory · Mathematics 2024-12-10 Bernard Bercu , Jérémie Bigot

Persistence diagrams (PDs) are now routinely used to summarize the underlying topology of complex data. Despite several appealing properties, incorporating PDs in learning pipelines can be challenging because their natural geometry is not…

Machine Learning · Statistics 2018-11-14 Théo Lacombe , Marco Cuturi , Steve Oudot

The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the…

Machine Learning · Statistics 2017-10-23 Aude Genevay , Gabriel Peyré , Marco Cuturi

We consider the numerical solution of the discrete multi-marginal optimal transport (MOT) by means of the Sinkhorn algorithm. In general, the Sinkhorn algorithm suffers from the curse of dimensionality with respect to the number of…

Optimization and Control · Mathematics 2023-02-22 Fatima Antarou Ba , Michael Quellmalz

The Sinkhorn algorithm is the most popular method for solving the entropy minimization problem called the Schr\"odinger problem: in the non-degenerate cases, the latter admits a unique solution towards which the algorithm converges…

Optimization and Control · Mathematics 2023-02-27 Aymeric Baradat , Elias Ventre