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We consider the following variant of the Monge-Kantorovich transportation problem. Let S be a finite set of point sites in d dimensions. A bounded set C in d-dimensional space is to be distributed among the sites p in S such that (i) each p…

Metric Geometry · Mathematics 2015-02-18 Darius Geiß , Rolf Klein , Rainer Penninger , Günter Rote

The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…

Probability · Mathematics 2013-08-02 Christian Léonard

We study optimal transport between probability measures supported on the same finite metric space, where the ground cost is a distance induced by a weighted connected graph. Building on recent work showing that the resulting Kantorovich…

Optimization and Control · Mathematics 2026-01-14 Jérémie Bigot , Luis Fredes

Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…

Analysis of PDEs · Mathematics 2017-01-10 Guillaume Carlier , Vincent Duval , Gabriel Peyré , Bernhard Schmitzer

We introduce fast algorithms for generalized unnormalized optimal transport. To handle densities with different total mass, we consider a dynamic model, which mixes the $L^p$ optimal transport with $L^p$ distance. For $p=1$, we derive the…

Numerical Analysis · Mathematics 2021-04-07 Wonjun Lee , Rongjie Lai , Wuchen Li , Stanley Osher

We propose a biologically inspired dynamic model for the numerical solution of the $L^{1}$-PDE based optimal transportation model.

Numerical Analysis · Mathematics 2020-09-29 Enrico Facca , Sara Daneri , Franco Cardin , Mario Putti

Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…

Machine Learning · Computer Science 2022-07-06 Florentin Coeurdoux , Nicolas Dobigeon , Pierre Chainais

Recently, Optimal Transport has been proposed as a probabilistic framework in Machine Learning for comparing and manipulating probability distributions. This is rooted in its rich history and theory, and has offered new solutions to…

Machine Learning · Computer Science 2024-08-22 Eduardo Fernandes Montesuma , Fred Ngolè Mboula , Antoine Souloumiac

We formulate an optimal transport problem for matrix-valued density functions. This is pertinent in the spectral analysis of multivariable time-series. The "mass" represents energy at various frequencies whereas, in addition to a usual…

Systems and Control · Computer Science 2013-04-16 Lipeng Ning , Tryphon T. Georgiou , Allen Tannenbaum

We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and…

Optimization and Control · Mathematics 2023-01-02 Toshio Mikami , Haruka Yamamoto

Recent advances in large-scale optimal transport have greatly extended its application scenarios in machine learning. However, existing methods either not explicitly learn the transport map or do not support general cost function. In this…

Computer Vision and Pattern Recognition · Computer Science 2020-03-17 Guansong Lu , Zhiming Zhou , Jian Shen , Cheng Chen , Weinan Zhang , Yong Yu

Continuous diffusion models are commonly acknowledged to display a deterministic probability flow, whereas discrete diffusion models do not. In this paper, we aim to establish the fundamental theory for the probability flow of discrete…

Machine Learning · Computer Science 2023-11-08 Pengze Zhang , Hubery Yin , Chen Li , Xiaohua Xie

We investigate the properties of convex functions in the plane that satisfy a local inequality which generalizes the notion of sub-solution of Monge-Ampere equation for a Monge-Kantorovich problem with quadratic cost between non-absolutely…

Analysis of PDEs · Mathematics 2021-04-08 P. -E. Jabin , A. Mellet , M. Molina

The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between…

Optimization and Control · Mathematics 2024-07-30 Théo Dumont , Théo Lacombe , François-Xavier Vialard

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

Optimal Mass Transport (OMT) is a well studied problem with a variety of applications in a diverse set of fields ranging from Physics to Computer Vision and in particular Statistics and Data Science. Since the original formulation of Monge…

Machine Learning · Computer Science 2021-10-26 Amanpreet Singh , Martin Bauer , Sarang Joshi

We consider the optimal transport problem over convex costs arising from optimal control of linear time-invariant(LTI) systems when the initial and target measures are assumed to be supported on the set of equilibrium points of the LTI…

Optimization and Control · Mathematics 2023-12-19 Karthik Elamvazhuthi , Matt Jacobs

We introduce the proximal optimal transport divergence, a novel discrepancy measure that interpolates between information divergences and optimal transport distances via an infimal convolution formulation. This divergence provides a…

Optimization and Control · Mathematics 2025-08-11 Ricardo Baptista , Panagiota Birmpa , Markos A. Katsoulakis , Luc Rey-Bellet , Benjamin J. Zhang

We consider the Monge-Kantorovich problem between two random measuress. More precisely, given probability measures $\mathbb{P}_1,\mathbb{P}_2\in\mathcal{P}(\mathcal{P}(M))$ on the space $\mathcal{P}(M)$ of probability measures on a smooth…

Probability · Mathematics 2024-10-10 Pedram Emami , Brendan Pass

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

Numerical Analysis · Mathematics 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert
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