Related papers: Optimal Transport on Discrete Domains
We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem…
We present a general method, based on conjugate duality, for solving a convex minimization problem without assuming unnecessary topological restrictions on the constraint set. It leads to dual equalities and characterizations of the…
A measure theoretical approach is presented to study the Monge-Kantorovich optimal mass transport problem. This approach together with Kantorovich duality provide an effective tool to answer a long standing question about the support of…
Optimization problems with stochastic dominance constraints provide a possibility to shape risk by selecting a benchmark random outcome with a desired distribution. The comparison of the relevant random outcomes to the respective benchmarks…
Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…
We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…
The theory of Monge-Kantorovich Optimal Mass Transport (OMT) has in recent years spurred a fast developing phase of research in stochastic control, control of ensemble systems, thermodynamics, data science, and several other fields in…
We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…
We discuss the Monge problem of mass transportation in the framework of stochastic thermodynamics and revisit the problem of the Landauer limit for finite-time thermodynamics, a problem that got the interest of Krzysztof Gawedzki in the…
We prove existence of an optimal transport map in the Monge-Kantorovich problem associated to a cost $c(x,y)$ which is not finite everywhere, but coincides with $|x-y|^2$ if the displacement $y-x$ belongs to a given convex set $C$ and it is…
We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…
Recently a Dynamic-Monge-Kantorovich formulation of the PDE-based $L^1$-optimal transport problem was presented. The model considers a diffusion equation enforcing the balance of the transported masses with a time-varying conductivity that…
We present a novel probabilistic approach for optimal path experimental design. In this approach a discrete path optimization problem is defined on a static navigation mesh, and trajectories are modeled as random variables governed by a…
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…
Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…
The use of distances based on optimal transportation has recently shown promise for discrimination of power spectra. In particular, spectral estimation methods based on l1 regularization as well as covariance based methods can be shown to…
In this paper, we present a novel and principled approach to learn the optimal transport between two distributions, from samples. Guided by the optimal transport theory, we learn the optimal Kantorovich potential which induces the optimal…
The dynamical formulation of optimal transport, also known as Benamou-Brenier formulation or Computational Fluid Dynamics formulation, amounts to write the optimal transport problem as the optimization of a convex functional under a PDE…
In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…
The optimal (Monge-Kantorovich) transportation problem is discussed from several points of view. The Lagrangian formulation extends the action of the {\em Lagrangian} $L(v,x,t)$ from the set of orbits in $\R^n$ to a set of measure-valued…