Related papers: An explicit solution for a multimarginal mass tran…
In this paper we extend the duality theory of the multi-marginal optimal transport problem for cost functions depending on a decreasing function of the distance (not necessarily bounded). This class of cost functions appears in the context…
We present an iterative method to efficiently solve the optimal transportation problem for a class of strictly convex costs which includes quadratic and p-power costs. Given two probability measures supported on a discrete grid with n…
A solvable many-body problem in the plane is exhibited. It is characterized by rotation-invariant Newtonian (``acceleration equal force'') equations of motion, featuring one-body (``external'') and pair (``interparticle'') forces. The…
In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…
We introduce Hierarchical Jump multi-marginal transport (HJMOT), a generalization of multi-marginal optimal transport where mass can "jump" over intermediate spaces via augmented isolated points. Established on Polish spaces, the framework…
A prominent model for transportation networks is branched transport, which seeks the optimal transportation scheme to move material from a given initial to a final distribution. The cost of the scheme encodes a higher transport efficiency…
This note establishes that a generalization of $c$-cyclical monotonicity from the Monge-Kantorovich problem with two marginals gives rise to a sufficient condition for optimality also in the multi-marginal version of that problem. To obtain…
We explore the structure of solutions to a family of non-linear martingale optimal transport (MOT) problems that involve conditional expectations in the objective functional. En route general results concerning optimization over…
We study the multi-marginal partial optimal transport (POT) problem between $m$ discrete (unbalanced) measures with at most $n$ supports. We first prove that we can obtain two equivalence forms of the multimarginal POT problem in terms of…
We consider strongly convex optimization problems with affine-type restrictions. We build dual problem and solve dual problem by Fast Gradient Method. We use primal-dual structure of this method to construct the solution of the primal…
The problem of robust hedging requires to solve the problem of superhedging under a nondominated family of singular measures. Recent progress was achieved by [9,11]. We show that the dual formulation of this problem is valid in a context…
We prove that if $\Omega\subset \mathbb{R}^{n+1}$ is a (not necessarily strictly) convex, $C^1$ domain, and $\mu$ and $\bar{\mu}$ are probability measures absolutely continuous with respect to surface measure on $\partial \Omega$, with…
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…
We consider the minimization of the $h$-mass over normal $1$-currents in $\mathbb{R}^n$ with coefficients in $\mathbb{R}^m$ and prescribed boundary. This optimization is known as multi-material transport problem and used in the context of…
We investigate the transportation problem under a Monge cost structure and derive compact formulas for optimal dual solutions based on the northwest-corner rule. As an application illustrating how these formulas yield structural insight…
This work proposes a first extensive analysis of the Vehicle Routing Problem with Fractional Objective Function (vrpfof). We investigate how the principal techniques used either in the context of fractional programming or in the context of…
We present a general convex relaxation approach to study a wide class of Unbalanced Optimal Transport problems for finite non-negative measures with possibly different masses. These are obtained as the lower semicontinuous and convex…
This paper studies the multi-marginal Monge problem in the setting of compact metric spaces proving existence and uniqueness of solutions when the cost function is Lipschitz. We apply the results obtained to solve an optics problem…
The contribution of this work is twofold. The first part deals with a Hilbert-space version of McCann's celebrated result on the existence and uniqueness of monotone measure-preserving maps: given two probability measures $\rm P$ and $\rm…
In this paper, we investigate Monge-Kantorovich problems for which the absolute continuity of marginals is relaxed. For $X,Y\subseteq\mathbb{R}^{n+1}$ let $(X,\mathcal{B}_X,\mu)$ and $(Y,\mathcal{B}_Y,\nu)$ be two Borel probability spaces,…