Related papers: General auction method for real-valued optimal tra…
Optimal Transport, a theory for optimal allocation of resources, is widely used in various fields such as astrophysics, machine learning, and imaging science. However, many applications impose elementwise constraints on the transport plan…
We demonstrate an iterative scheme to approximate the optimal transportation problem with a discrete target measure under certain standard conditions on the cost function. Additionally, we give a finite upper bound on the number of…
We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…
Diffusion auction design is a new trend in mechanism design for which the main goal is to incentivize existing buyers to invite new buyers, who are their neighbors on a social network, to join an auction even though they are competitors.…
The call auction is a widely used trading mechanism, especially during the opening and closing periods of financial markets. In this paper, we study a standard call auction problem where orders are submitted according to Poisson processes,…
This paper considers the vehicle routing problem with stochastic demands (VRPSD) under optimal restocking. We develop an exact algorithm that is effective for solving instances with many vehicles and few customers per route. In our…
The contribution of this paper is a generalized formulation of correctional learning using optimal transport, which is about how to optimally transport one mass distribution to another. Correctional learning is a framework developed to…
The ad-trading desks of media-buying agencies are increasingly relying on complex algorithms for purchasing advertising inventory. In particular, Real-Time Bidding (RTB) algorithms respond to many auctions -- usually Vickrey auctions --…
In this paper a new mathematical model is proposed for task scheduling and resource allocation in Grid systems. In this novel model, load balancing, starvation prevention and failing strategies are stated as the constraints and the solution…
Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative modelling. For finite spaces, these problems are commonly solved…
We present a novel hierarchical framework for optimal transport (OT) using string diagrams, namely string diagrams of optimal transports. This framework reduces complex hierarchical OT problems to standard OT problems, allowing efficient…
We consider a probabilistic model for large-scale task allocation problems for multi-agent systems, aiming to determine an optimal deployment strategy that minimizes the overall transport cost. Specifically, we assign transportation agents…
We propose a numerical algorithm for the computation of multi-marginal optimal transport (MMOT) problems involving general probability measures that are not necessarily discrete. By developing a relaxation scheme in which marginal…
We consider the problem of optimally executing an order involving multiple crypto-assets, sometimes called tokens, on a network of multiple constant function market makers (CFMMs). When we ignore the fixed cost associated with executing an…
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 develops the theory of mechanism redesign by which an auctioneer can reoptimize an auction based on bid data collected from previous iterations of the auction on bidders from the same market. We give a direct method for…
Optimal transport (OT) is a framework that can be used to guide the optimal allocation of a limited amount of resources. The classical OT paradigm does not consider malicious attacks in its formulation and thus the designed transport plan…
In this paper, we propose the optimal production transport model, which is an extension of the classical optimal transport model. We observe in economics, the production of the factories can always be adjusted within a certain range, while…
Increasing number of the cloud-based Internet applications demands for efficient resource and cost management. This paper proposes a real-time group auction system for the cloud instance market. The system is designed based on a…
Optimal transport (OT) theory provides a principled framework for modeling mass movement in applications such as mobility, logistics, and economics. Classical formulations, however, generally ignore capacity limits that are intrinsic in…