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This paper introduces and analyses a continuous optimization approach to solve optimal control problems involving ordinary differential equations (ODEs) and tracking type objectives. Our aim is to determine control or input functions, and…

Optimization and Control · Mathematics 2024-05-09 Vicky Holfeld , Michael Burger , Claudia Schillings

We present a scalable approach to solve a class of elliptic partial differential equation (PDE)-constrained optimization problems with bound constraints. This approach utilizes a robust full-space interior-point (IP)-Gauss-Newton…

Optimization and Control · Mathematics 2024-10-22 Tucker Hartland , Cosmin G. Petra , Noemi Petra , Jingyi Wang

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

The dynamic formulation of optimal transport has attracted growing interests in scientific computing and machine learning, and its computation requires to solve a PDE-constrained optimization problem. The classical Eulerian discretization…

Machine Learning · Computer Science 2022-05-17 Wei Wan , Yuejin Zhang , Chenglong Bao , Bin Dong , Zuoqiang Shi

We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…

Numerical Analysis · Mathematics 2011-03-02 Louis-Philippe Saumier , Martial Agueh , Boualem Khouider

In this paper, we study dynamical optimal transport on a connected graph from the perspective of the Benamou-Brenier formulation, where densities are assigned to vertices and velocities to edges. However, directly using Newton's method on…

Numerical Analysis · Mathematics 2026-05-11 Qujiangxue Chen , Jianbo Cui , Luca Dieci , Haomin Zhou

Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…

Optimization and Control · Mathematics 2018-05-02 Justin Solomon

In this paper we address the numerical solution of the quadratic optimal transport problem in its dynamical form, the so-called Benamou-Brenier formulation. When solved using interior point methods, the main computational bottleneck is the…

Numerical Analysis · Mathematics 2024-01-22 Enrico Facca , Gabriele Todeschi , Andrea Natale , Michele Benzi

The discretization of constrained nonlinear optimization problems arising in the field of topology optimization yields algebraic systems which are challenging to solve in practice, due to pathological ill-conditioning, strong nonlinearity…

Optimization and Control · Mathematics 2016-10-31 Michal Kocvara , Daniel Loghin , James Turner

In this paper we present a novel method for the numerical solution of linear transport equations, which is based on ridgelets. Such equations arise for instance in radiative transfer or in phase contrast imaging. Due to the fact that…

Numerical Analysis · Mathematics 2014-09-08 Philipp Grohs , Axel Obermeier

The problem of finding roots or solutions of a nonlinear partial differential equation may be formulated as the problem of minimizing a sum of squared residuals. One then defines an evolution equation so that in the asymptotic limit a…

Analysis of PDEs · Mathematics 2011-12-15 Parimah Kazemi , Robert Renka

We investigate optimal mass transport problem of affine-nonlinear dynamical systems with input and density constraints. Three algorithms are proposed to tackle this problem, including two Uzawa-type methods and a splitting algorithm based…

Optimization and Control · Mathematics 2024-03-26 Dongjun Wu , Anders Rantzer

The modeling of phenomenological structure is a crucial aspect in inverse imaging problems. One emerging modeling tool in computational imaging is the optimal transport framework. Its ability to model geometric displacements across an…

Image and Video Processing · Electrical Eng. & Systems 2020-05-12 John Lee , Nicholas P. Bertrand , Christopher J. Rozell

We consider the numerical solution of the optimal transport problem between densities that are supported on sets of unequal dimension. Recent work by McCann and Pass reformulates this problem into a non-local Monge-Amp\`ere type equation.…

Numerical Analysis · Mathematics 2023-07-14 Matthew A. Cassini , Brittany Froese Hamfeldt

In this paper, we consider effective discretization strategies and iterative solvers for nonlinear PDE-constrained optimization models for pattern evolution within biological processes. Upon a Sequential Quadratic Programming linearization…

Numerical Analysis · Mathematics 2024-08-28 Karolína Benková , John W. Pearson , Mariya Ptashnyk

We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…

Dynamical Systems · Mathematics 2017-11-22 Piyush Grover , Karthik Elamvazhuthi

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

Ion transport, often described by the Poisson--Nernst--Planck (PNP) equations, is ubiquitous in electrochemical devices and many biological processes of significance. In this work, we develop conservative, positivity-preserving, energy…

Numerical Analysis · Mathematics 2020-07-15 Jie Ding , Zhongming Wang , Shenggao Zhou

In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…

Optimization and Control · Mathematics 2023-06-16 Yukuan Hu , Huajie Chen , Xin Liu

The problem of optimal mass transport arises in numerous applications including image registration, mesh generation, reflector design, and astrophysics. One approach to solving this problem is via the Monge-Amp\`ere equation. While recent…

Numerical Analysis · Mathematics 2012-03-02 Brittany D. Froese
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