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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…

Optimization and Control · Mathematics 2011-10-17 Chloé Jimenez , Filippo Santambrogio

This study examines the time complexities of the unbalanced optimal transport problems from an algorithmic perspective for the first time. We reveal which problems in unbalanced optimal transport can/cannot be solved efficiently.…

Machine Learning · Computer Science 2021-01-11 Ryoma Sato , Makoto Yamada , Hisashi Kashima

This paper deals with the existence of optimal transport maps for some optimal transport problems with a convex but non strictly convex cost. We give a decomposition strategy to address this issue. As part of our strategy, we have to treat…

Classical Analysis and ODEs · Mathematics 2009-09-16 Guillaume Carlier , Luigi De Pascale , Filippo Santambrogio

The recently developed bag-of-paths (BoP) framework consists in setting a Gibbs-Boltzmann distribution on all feasible paths of a graph. This probability distribution favors short paths over long ones, with a free parameter (the temperature…

Social and Information Networks · Computer Science 2019-04-25 Guillaume Guex , Ilkka Kivimäki , Marco Saerens

A probabilistic method for solving the Monge-Kantorovich mass transport problem on $R^d$ is introduced. A system of empirical measures of independent particles is built in such a way that it obeys a doubly indexed large deviation principle…

Probability · Mathematics 2007-10-09 Christian Léonard

In order to circumvent the difficulties in solving numerically the discrete optimal transport problem, in which one minimizes the linear target function $P\mapsto\langle C,P\rangle:=\sum_{i,j}C_{ij}P_{ij}$, Cuturi introduced a variant of…

Optimization and Control · Mathematics 2020-11-30 Daiji Tsutsui

Optimal Transport (OT) is a resource allocation problem with applications in biology, data science, economics and statistics, among others. In some of the applications, practitioners have access to samples which approximate the continuous…

A new pairwise cost function is proposed for the optimal transport barycenter problem, adopting the form of the minimal action between two points, with a Lagrangian that takes into account an underlying probability distribution. Under this…

Computation · Statistics 2025-11-11 Zichu Wang , Esteban G. Tabak

Optimal transport has gained significant attention in recent years due to its effectiveness in deep learning and computer vision. Its descendant metric, the Wasserstein distance, has been particularly successful in measuring distribution…

Optimization and Control · Mathematics 2025-02-18 Kaiwen Shi

We consider optimal route planning when the objective function is a general nonlinear and non-monotonic function. Such an objective models user behavior more accurately, for example, when a user is risk-averse, or the utility function needs…

Data Structures and Algorithms · Computer Science 2015-11-24 Ger Yang , Evdokia Nikolova

Existing work has tackled the problem of estimating Origin-Destination (OD) demands and recovering travel latency functions in transportation networks under the Wardropian assumption. The ultimate objective is to derive an accurate…

Optimization and Control · Mathematics 2020-07-10 Salomón Wollenstein-Betech , Chuangchuang Sun , Jing Zhang , Ioannis Ch. Paschalidis

The general Bandpass-$B$ problem is NP-hard and can be approximated by a reduction into the weighted $B$-set packing problem, with a worst case performance ratio of $O(B^2)$. When $B = 2$, a maximum weight matching gives a 2-approximation…

Data Structures and Algorithms · Computer Science 2013-07-29 Weitian Tong , Zhi-Zhong Chen , Lusheng Wang , Yinfeng Xu , Jiuping Xu , Randy Goebel , Guohui Lin

A weighted, semi-discrete, fast optimal transport (OT) algorithm for reconstructing the Lagrangian positions of proto-halos from their evolved Eulerian positions is presented. The algorithm makes use of a mass estimate of the biased tracers…

Cosmology and Nongalactic Astrophysics · Physics 2023-01-10 Farnik Nikakhtar , Ravi K. Sheth , Bruno Lévy , Roya Mohayaee

We propose a new algorithm to approximate the Earth Mover's distance (EMD). Our main idea is motivated by the theory of optimal transport, in which EMD can be reformulated as a familiar $L_1$ type minimization. We use a regularization which…

Numerical Analysis · Mathematics 2016-12-15 Wuchen Li , Stanley Osher , Wilfrid Gangbo

The optimal transport (OT) problem can be reduced to a linear programming (LP) problem through discretization. In this paper, we introduced the random block coordinate descent (RBCD) methods to directly solve this LP problem. Our approach…

Optimization and Control · Mathematics 2023-11-27 Yue Xie , Zhongjian Wang , Zhiwen Zhang

Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…

Machine Learning · Statistics 2014-03-25 Marco Cuturi

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…

Machine Learning · Statistics 2022-02-25 Khang Le , Huy Nguyen , Tung Pham , Nhat Ho

We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…

Statistics Theory · Mathematics 2022-03-03 Bernard Bercu , Jérémie Bigot , Sébastien Gadat , Emilia Siviero

We study the NP-hard problem of approximating a Minimum Routing Cost Spanning Tree in the message passing model with limited bandwidth (CONGEST model). In this problem one tries to find a spanning tree of a graph $G$ over $n$ nodes that…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-06-06 Alexandra Hochuli , Stephan Holzer , Roger Wattenhofer

Let $\mathcal{P}$ be a set of $h$ pairwise-disjoint polygonal obstacles with a total of $n$ vertices in the plane. We consider the problem of building a data structure that can quickly compute an $L_1$ shortest obstacle-avoiding path…

Computational Geometry · Computer Science 2014-03-17 Danny Z. Chen , Rajasekhar Inkulu , Haitao Wang