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We develop a general condition on the cost function which is sufficient to imply Monge solution and uniqueness results in the multi-marginal optimal transport problem. This result unifies and generalizes several results in the rather…

Analysis of PDEs · Mathematics 2013-07-25 Young-Heon Kim , Brendan Pass

The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…

Optimization and Control · Mathematics 2023-08-08 Luca Nenna , Brendan Pass

We study a multi-marginal optimal transportation problem. Under certain conditions on the cost function and the first marginal, we prove that the solution to the relaxed, Kantorovich version of the problem induces a solution to the Monge…

Analysis of PDEs · Mathematics 2010-08-27 Brendan Pass

We study a generalization of the multi-marginal optimal transport problem, which has no fixed number of marginals $N$ and is inspired of statistical mechanics. It consists in optimizing a linear combination of the costs for all the possible…

Optimization and Control · Mathematics 2025-01-15 Simone Di Marino , Mathieu Lewin , Luca Nenna

In this paper, we address the numerical solution to the multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including…

Optimization and Control · Mathematics 2023-07-21 Bohan Zhou , Matthew Parno

We present a primal-dual dynamical formulation of the multi-marginal optimal transport problem for (semi-)convex cost functions. Even in the two-marginal setting, this formulation applies to cost functions not covered by the classical…

Optimization and Control · Mathematics 2025-10-14 Brendan Pass , Yair Shenfeld

We study solutions to the multi-marginal Monge-Kantorovich problem which are concentrated on several graphs over the first marginal. We first present two general conditions on the cost function which ensure, respectively, that any solution…

Optimization and Control · Mathematics 2015-07-22 Abbas Moameni , Brendan Pass

We study a multi-marginal optimal transportation problem with a cost function of the form $c(x_{1}, \ldots,x_{m})=\sum_{k=1}^{m-1}|x_{k}-x_{k+1}|^{2} + |x_{m}- F(x_{1})|^{2}$, where $F: \mathbb{R}^n \rightarrow \mathbb{R}^n$. When $m=4$,…

Optimization and Control · Mathematics 2020-01-13 Brendan Pass , Adolfo Vargas-Jiménez

We study a multi-marginal optimal transport problem with surplus $b(x_{1}, \ldots, x_{m})=\sum_{\{i,j\}\in P} x_{i}\cdot x_{j}$, where $P\subseteq Q:=\{\{i,j\}: i, j \in \{1,2,...m\}, i \neq j\}$. We reformulate this problem by associating…

Optimization and Control · Mathematics 2021-11-10 Brendan Pass , Adolfo Vargas-Jiménez

We present a primal--dual memory efficient algorithm for solving a relaxed version of the general transportation problem. Our approach approximates the original cost function with a differentiable one that is solved as a sequence of…

Optimization and Control · Mathematics 2017-05-30 Mariano Rivera

We consider a multimarginal transport problem with repulsive cost, where the marginals are all equal to a fixed probability $\rho \in \mathcal{P}(\mathbb{R}^d)$. We prove that, if the concentration of $\rho$ is less than $1/N$, then the…

Optimization and Control · Mathematics 2020-04-01 Ugo Bindini

We establish a general condition on the cost function to obtain uniqueness and Monge solutions in the multi-marginal optimal transport problem, under the assumption that a given collection of the marginals are absolutely continuous with…

Optimization and Control · Mathematics 2022-02-15 Brendan Pass , Adolfo Vargas-Jiménez

We introduce and investigate properties of a variant of the semi-discrete optimal transport problem. In this problem, one is given an absolutely continuous source measure and cost function, along with a finite set which will be the support…

Analysis of PDEs · Mathematics 2019-09-13 Mohit Bansil , Jun Kitagawa

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

It is well-known that the optimal transport problem on the real line for the classical distance cost may not have a unique solution. In this paper we recover uniqueness by considering the transport problems where the costs are a power…

Probability · Mathematics 2019-07-02 Nicolas Juillet

In this paper we study a variant of the branched transportation problem, that we call multi-material transport problem. This is a transportation problem, where distinct commodities are transported simultaneously along a network. The cost of…

Analysis of PDEs · Mathematics 2019-03-07 Andrea Marchese , Annalisa Massaccesi , Riccardo Tione

Over the past five years, multi-marginal optimal transport, a generalization of the well known optimal transport problem of Monge and Kantorovich, has begun to attract considerable attention, due in part to a wide variety of emerging…

Analysis of PDEs · Mathematics 2014-09-12 Brendan Pass

We consider some repulsive multimarginal optimal transportation problems which include, as a particular case, the Coulomb cost. We prove a regularity property of the minimizers (optimal transportation plan) from which we deduce existence…

Optimization and Control · Mathematics 2016-09-01 Giuseppe Buttazzo , Thierry Champion , Luigi De Pascale

The multistochastic $ (n,k)$-Monge--Kantorovich problem on a product space $\prod_{i=1}^n X_i$ is an extension of the classical Monge--Kantorovich problem. This problem is considered on the space of measures with fixed projections onto…

Functional Analysis · Mathematics 2018-03-29 Nikita A. Gladkov , Alexander V. Kolesnikov , Alexander P. Zimin

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
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