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Optimal mechanism design enjoys a beautiful and well-developed theory, and also a number of killer applications. Rules of thumb produced by the field influence everything from how governments sell wireless spectrum licenses to how the major…

Computer Science and Game Theory · Computer Science 2014-09-23 Tim Roughgarden

The inefficiency of selfish routing in congested networks is a classical problem in algorithmic game theory, often captured by the Price of Anarchy (i.e., the ratio between the social cost of decentralized decisions and that of a centrally…

Computer Science and Game Theory · Computer Science 2025-08-12 Ivan Geffner , Erez Karpas , Moshe Tennenholtz

We consider the problem of finding a low-cost allocation and ordering of tasks between a team of robots in a d-dimensional, uncertain, landscape, and the sensitivity of this solution to changes in the cost function. Various algorithms have…

Optimization and Control · Mathematics 2023-06-29 Katie Clinch , Tony A. Wood , Chris Manzie

We propose a volumetric formulation for computing the Optimal Transport problem defined on surfaces in $\mathbb{R}^3$, found in disciplines like optics, computer graphics, and computational methodologies. Instead of directly tackling the…

Numerical Analysis · Mathematics 2024-05-16 Richard Tsai , Axel G. R. Turnquist

We propose a new approach for solving combinatorial optimization problem by utilizing the mechanism of chases and escapes, which has a long history in mathematics. In addition to the well-used steepest descent and neighboring search, we…

Artificial Intelligence · Computer Science 2018-04-25 Toru Ohira

In this short note, we consider the problem of prescribing the Gauss curvature and image of the Gauss map for the graph of a function over a domain in Euclidean space. The prescription of the image of the Gauss map turns this into a second…

Analysis of PDEs · Mathematics 2020-05-28 Nestor Guillen , Jun Kitagawa

In this paper, we introduce a neural network-based method to address the high-dimensional dynamic unbalanced optimal transport (UOT) problem. Dynamic UOT focuses on the optimal transportation between two densities with unequal total mass,…

Optimization and Control · Mathematics 2024-09-23 Wei Wan , Jiangong Pan , Yuejin Zhang , Chenglong Bao , Zuoqiang Shi

Online auctions are one of the most fundamental facets of the modern economy and power an industry generating hundreds of billions of dollars a year in revenue. Auction theory has historically focused on the question of designing the best…

Computer Science and Game Theory · Computer Science 2021-09-23 Thomas Nedelec , Clément Calauzènes , Noureddine El Karoui , Vianney Perchet

Optimal transport has been one of the most exciting subjects in mathematics, starting from the 18th century. As a powerful tool to transport between two probability measures, optimal transport methods have been reinvigorated nowadays in a…

Machine Learning · Statistics 2021-05-21 Jingyi Zhang , Wenxuan Zhong , Ping Ma

We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…

Statistics Theory · Mathematics 2022-03-03 Bernard Bercu , Jérémie Bigot , Sébastien Gadat , Emilia Siviero

In this paper, we address the numerical solution of the Optimal Transport Problem on undirected weighted graphs, taking the shortest path distance as transport cost. The optimal solution is obtained from the long-time limit of the gradient…

Numerical Analysis · Mathematics 2020-09-29 Enrico Facca , Michele Benzi

In light of the need for design and analysis of intermodal transportation systems, we propose an algorithmic framework to determine the system optimum of an intermodal transportation system. To this end, we model an intermodal…

Optimization and Control · Mathematics 2022-10-18 Benedikt Lienkamp , Maximilian Schiffer

Optimal transport problems pose many challenges when considering their numerical treatment. We investigate the solution of a PDE-constrained optimisation problem subject to a particular transport equation arising from the modelling of image…

Numerical Analysis · Mathematics 2018-01-15 Roland Herzog , John W. Pearson , Martin Stoll

We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions $\pi_0,\pi_1$ on $\mathbb{R}^d$, of minimizing a transport cost $\mathbb{E}[c(X_1-X_0)]$ in the set of couplings $(X_0,X_1)$ whose…

Machine Learning · Statistics 2022-09-30 Qiang Liu

In this paper, we introduce a primal-dual algorithm for solving (martingale) optimal transportation problems, with cost functions satisfying the twist condition, close to the one that has been used recently for training generative…

Optimization and Control · Mathematics 2019-04-12 Pierre Henry-Labordere

In order to circumvent the difficulties in solving numerically the discrete optimal transport problem, in which one minimizes the linear target function $P\mapsto\langle C,P\rangle:=\sum_{i,j}C_{ij}P_{ij}$, Cuturi introduced a variant of…

Optimization and Control · Mathematics 2020-11-30 Daiji Tsutsui

Designing an incentive compatible auction that maximizes expected revenue is an intricate task. The single-item case was resolved in a seminal piece of work by Myerson in 1981, but more than 40 years later a full analytical understanding of…

Computer Science and Game Theory · Computer Science 2022-10-17 Paul Dütting , Zhe Feng , Harikrishna Narasimhan , David C. Parkes , Sai Srivatsa Ravindranath

To study discrimination in automated decision-making systems, scholars have proposed several definitions of fairness, each expressing a different fair ideal. These definitions require practitioners to make complex decisions regarding which…

Computers and Society · Computer Science 2021-02-23 Kweku Kwegyir-Aggrey , Rebecca Santorella , Sarah M. Brown

We introduce a novel model based on the discrete optimal transport problem that incorporates congestion costs and replaces traditional constraints with weighted penalization terms. This approach better captures real-world scenarios…

Optimization and Control · Mathematics 2025-03-19 Marcelo Gallardo , Manuel Loaiza , Jorge Chávez

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,…

Machine Learning · Computer Science 2021-07-06 Shaojun Ma , Haodong Sun , Xiaojing Ye , Hongyuan Zha , Haomin Zhou
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