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In the first part of this paper, inspired by the geometric method of Jean-Pierre Marec, we consider the two-impulse Hohmann transfer problem between two coplanar circular orbits as a constrained nonlinear programming problem. By using the…

Systems and Control · Computer Science 2018-12-31 Li Xie , Yiqun Zhang , Junyan Xu

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 the most common image and informal description of the optimal transport problem for quadratic cost, also known as the second boundary value problem for the Monge--Amp\`{e}re equation -- What is the most efficient way to fill a hole…

Analysis of PDEs · Mathematics 2022-07-12 Yash Jhaveri , Ovidiu Savin

This paper studies the uniqueness of solutions to the dual optimal transport problem, both qualitatively and quantitatively (bounds on the diameter of the set of optimisers). On the qualitative side, we prove that when one marginal…

Optimization and Control · Mathematics 2026-04-03 William Ford

We give a new proof of the Caffarelli contraction theorem, which states that the Brenier optimal transport map sending the standard Gaussian measure onto a uniformly log-concave probability measure is Lipschitz. The proof combines a recent…

Probability · Mathematics 2019-04-15 Max Fathi , Nathael Gozlan , Maxime Prodhomme

Wasserstein 1 optimal transport maps provide a natural correspondence between points from two probability distributions, $\mu$ and $\nu$, which is useful in many applications. Available algorithms for computing these maps do not appear to…

Optimization and Control · Mathematics 2022-11-03 Tristan Milne , Étienne Bilocq , Adrian Nachman

We introduce and study the permanence properties of the class of linear transfers between probability measures. This class contains all cost minimizing mass transports, but also martingale mass transports, the Schrodinger bridge associated…

Analysis of PDEs · Mathematics 2018-10-29 Malcolm Bowles , Nassif Ghoussoub

We study the Monge and Kantorovich transportation problems on $\mathbb{R}^{\infty}$ within the class of exchangeable measures. With the help of the de Finetti decomposition theorem the problem is reduced to an unconstrained optimal…

Probability · Mathematics 2015-12-01 Alexander V. Kolesnikov , Danila A. Zaev

This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…

Optimization and Control · Mathematics 2017-05-23 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

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

This chapter describes techniques for the numerical resolution of optimal transport problems. We will consider several discretizations of these problems, and we will put a strong focus on the mathematical analysis of the algorithms to solve…

Numerical Analysis · Mathematics 2020-03-03 Quentin Merigot , Boris Thibert

Symmetric Monge-Kantorovich transport problems involving a cost function given by a family of vector fields were used by Ghoussoub-Moameni to establish polar decompositions of such vector fields into $m$-cyclically monotone maps composed…

Analysis of PDEs · Mathematics 2012-12-10 Nassif Ghoussoub , Bernard Maurey

This paper deals with dynamical optimal transport metrics defined by spatial discretisation of the Benamou--Benamou formula for the Kantorovich metric $W_2$. Such metrics appear naturally in discretisations of $W_2$-gradient flow…

Analysis of PDEs · Mathematics 2020-01-24 Peter Gladbach , Eva Kopfer , Jan Maas , Lorenzo Portinale

We propose a technique for interpolating between probability distributions on discrete surfaces, based on the theory of optimal transport. Unlike previous attempts that use linear programming, our method is based on a dynamical formulation…

Analysis of PDEs · Mathematics 2018-09-20 Hugo Lavenant , Sebastian Claici , Edward Chien , Justin Solomon

Optimal transport has recently started to be successfully employed to define misfit or loss functions in inverse problems. However, it is a problem intrinsically defined for positive (probability) measures and therefore strategies are…

Optimization and Control · Mathematics 2024-12-20 Gabriele Todeschi , Ludovic Métivier , Jean-Marie Mirebeau

We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex…

Functional Analysis · Mathematics 2023-03-06 Krzysztof J. Ciosmak

We consider the problem of minimizing the entropy of a law with respect to the law of a reference branching Brownian motion under density constraints at an initial and final time. We call this problem the branching Schr\"odinger problem by…

Probability · Mathematics 2021-12-14 Aymeric Baradat , Hugo Lavenant

We address the Monge problem in metric spaces with a geodesic distance: (X, d) is a Polish space and dN is a geodesic Borel distance which makes (X,dN) a possibly branching geodesic space. We show that under some assumptions on the…

Probability · Mathematics 2012-10-01 Fabio Cavalletti

The question of which costs admit unique optimizers in the Monge-Kantorovich problem of optimal transportation between arbitrary probability densities is investigated. For smooth costs and densities on compact manifolds, the only known…

Optimization and Control · Mathematics 2018-01-23 Robert J. McCann , Ludovic Rifford

We study the extension of the Chambolle--Pock primal-dual algorithm to nonsmooth optimization problems involving nonlinear operators between function spaces. Local convergence is shown under technical conditions including metric regularity…

Optimization and Control · Mathematics 2017-07-11 Christian Clason , Tuomo Valkonen