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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…

Optimization and Control · Mathematics 2025-12-29 Ariel Neufeld , Qikun Xiang

Consider, on the one part, a general nonlinear finite-dimensional optimal control problem and assume that it has a unique solution whose state is denoted by $x^*$. On the other part, consider the sampled-data control version of it. Under…

Optimization and Control · Mathematics 2023-02-07 Loïc Bourdin , Emmanuel Trélat

Let $A \subset \mathbb{R}^d$, $d\ge 2$, be a compact convex set and let $\mu = \varrho_0 dx$ be a probability measure on $A$ equivalent to the restriction of Lebesgue measure. Let $\nu = \varrho_1 dx$ be a probability measure on $B_r :=…

Differential Geometry · Mathematics 2008-05-12 Vladimir I. Bogachev , Alexander V. Kolesnikov

Point sets matching problems can be handled by optimal transport. The mechanism behind it is that optimal transport recovers the point-to-point correspondence associated with the least curl deformation. Optimal transport is a special form…

Optimization and Control · Mathematics 2023-02-17 Janith Wijesinghe , Pengwen Chen

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

Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…

Machine Learning · Computer Science 2021-09-21 Sylvain Courtain , Guillaume Guex , Ilkka Kivimaki , Marco Saerens

We show that in any complete metric space the probability measures $\mu$ with compact and connected support are the ones having the property that the optimal tranportation distance to any other probability measure $\nu$ living on the…

Analysis of PDEs · Mathematics 2015-08-24 Heikki Jylhä , Tapio Rajala

The small amount of measurements in distribution grids makes their monitoring more difficult. Topological observability may not be possible, and thus, pseudo-measurements are needed to perform state estimation, which is required to control…

Systems and Control · Computer Science 2019-07-24 Miguel Picallo , Adolfo Anta , Bart De Schutter

Repeatedly solving the parameterized optimal mass transport (pOMT) problem is a frequent task in applications such as image registration and adaptive grid generation. It is thus critical to develop a highly efficient reduced solver that is…

Numerical Analysis · Mathematics 2021-12-06 Shijin Hou , Yanlai Chen , Yinhua Xia

We consider the problem of optimally compressing and caching data across a communication network. Given the data generated at edge nodes and a routing path, our goal is to determine the optimal data compression ratios and caching decisions…

Networking and Internet Architecture · Computer Science 2018-01-25 Jian Li , Faheem Zafari , Don Towsley , Kin K. Leung , Ananthram Swami

This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…

Optimization and Control · Mathematics 2025-08-26 Xun Tang , Michael Shavlovsky , Holakou Rahmanian , Tesi Xiao , Lexing Ying

We study optimal transport (OT) problem for probability measures supported on a tree metric space. It is known that such OT problem (i.e., tree-Wasserstein (TW)) admits a closed-form expression, but depends fundamentally on the underlying…

Machine Learning · Statistics 2024-03-04 Tam Le , Truyen Nguyen , Kenji Fukumizu

A finite element solution coupled with an interior penalty discontinuous Galerkin solution are defined for the approximation of the coupled 3D-1D solute transport problem. Under sufficient regularity for the weak solutions, optimal error…

Numerical Analysis · Mathematics 2026-03-23 Alyssa Taylor-LaPole , Uzochi Gideon , Beatrice Riviere , Duygu Vargun

Optimal transport (OT) naturally arises in a wide range of machine learning applications but may often become the computational bottleneck. Recently, one line of works propose to solve OT approximately by searching the \emph{transport plan}…

Machine Learning · Computer Science 2021-11-15 Weijie Liu , Chao Zhang , Nenggan Zheng , Hui Qian

We present a fast trajectory optimization algorithm for the soft capture of uncooperative tumbling space objects. Our algorithm generates safe, dynamically feasible, and minimum-fuel trajectories for a six-degree-of-freedom servicing…

Robotics · Computer Science 2024-05-03 Ibrahima Sory Sow , Geordan Gutow , Howie Choset , Zachary Manchester

We address the problem of localizing multiple sources in 3D by combining sensor array measurements with camera observations. We propose a fusion framework extending the covariance matrix fitting method with an unbalanced optimal transport…

Signal Processing · Electrical Eng. & Systems 2026-04-01 Ilyes Jaouedi , Gilles Chardon , José Picheral

This paper studies best finitely supported approximations of one-dimensional probability measures with respect to the $L^r$-Kantorovich (or transport) distance, where either the locations or the weights of the approximations' atoms are…

Probability · Mathematics 2019-03-06 Chuang Xu , Arno Berger

This article describes a set of methods for quickly computing the solution to the regularized optimal transport problem. It generalizes and improves upon the widely-used iterative Bregman projections algorithm (or Sinkhorn--Knopp…

Numerical Analysis · Mathematics 2021-04-02 Alexis Thibault , Lénaïc Chizat , Charles Dossal , Nicolas Papadakis

We consider so-called branched transport and variants thereof in two space dimensions. In these models one seeks an optimal transportation network for a given mass transportation task. In two space dimensions, they are closely connected to…

Numerical Analysis · Mathematics 2020-04-01 Carolin Dirks , Benedikt Wirth

Let $R$ and $B$ be two point sets in $\mathbb{R}^d$, with $|R|+ |B| = n$ and where $d$ is a constant. Next, let $\lambda : R \cup B \to \mathbb{N}$ such that $\sum_{r \in R } \lambda(r) = \sum_{b \in B} \lambda(b)$ be demand functions over…

Data Structures and Algorithms · Computer Science 2019-03-21 Pankaj K. Agarwal , Kyle Fox , Debmalya Panigrahi , Kasturi R. Varadarajan , Allen Xiao
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