Related papers: A fast approach to optimal transport: The back-and…
We leverage powerful mathematical tools stemming from optimal transport theory and transform them into an efficient algorithm to reconstruct the fluctuations of the primordial density field, built on solving the Monge-Amp\`ere-Kantorovich…
We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…
We consider maps $T$ solving the optimal transport problem with a cost $c(x-y)$ modeled on the $p$-cost. For H\"older continuous marginals, we prove a $C^{1,\alpha}$-partial regularity result for $T $in the set $\{|T(x)-x|>0\}$.
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
Public transport is vital for meeting people's mobility needs. Providers need to plan their services well to offer high quality and low cost. Optimized planning can benefit providers, customers, and municipalities. The planning process for…
We present a simple yet powerful and applicable quadrature based scheme for constructing optimal iterative methods. According to the, still unproved, Kung-Traub conjecture an optimal iterative method based on $n+1$ evaluations could achieve…
In [Q. Liao et al., Commun. Math. Sci., 20(2022)], a linear-time Sinkhorn algorithm is developed based on dynamic programming, which significantly reduces the computational complexity involved in solving optimal transport problems. However,…
Ensuring fairness in matching algorithms is a key challenge in allocating scarce resources and positions. Focusing on Optimal Transport (OT), we introduce a novel notion of group fairness requiring that the probability of matching two…
Orthogonal collocation methods are direct approaches for solving optimal control problems (OCP). A high solution accuracy is achieved with few optimization variables, making it more favorable for embedded and real-time NMPC applications.…
We investigate the random bipartite optimal matching problem on a flat torus in two-dimensions, considering general strictly convex power costs of the distance. We extend the successful ansatz first introduced by Caracciolo et al. for the…
With rapid population growth and urban development, traffic congestion has become an inescapable issue, especially in large cities. Many congestion reduction strategies have been proposed in the past, ranging from roadway extension to…
We introduce an efficient computational framework for solving a class of multi-marginal martingale optimal transport problems, which includes many robust pricing problems of large financial interest. Such problems are typically…
We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…
The geometric transportation problem takes as input a set of points $P$ in $d$-dimensional Euclidean space and a supply function $\mu : P \to \mathbb{R}$. The goal is to find a transportation map, a non-negative assignment $\tau : P \times…
We introduce the framework of quadratic-form optimal transport (QOT), whose transport cost has the form $\iint c\,\mathrm{d}\pi \otimes\mathrm{d}\pi$ for some coupling $\pi$ between two marginals. Interesting examples of quadratic-form…
The Gromov-Wasserstein distance is a notable extension of optimal transport. In contrast to the classic Wasserstein distance, it solves a quadratic assignment problem that minimizes the pair-wise distance distortion under the transportation…
We introduce in this paper a new variant of a location routing problem, to decide, the number and location of drop-off points to install based on the demands of a set of pick-up points, according to a given set-up budget for installing…
Consider a graph $G = (V, E)$ and some commuters, each specified by a tuple $(u, v, b)$ consisting of two nodes in the graph $u, v \in V$ and a non-negative real number $b$, specifying their budget. The goal is to find a pricing function…
This paper slightly improves a classical result by Gangbo and McCann (1996) about the structure of optimal transport plans for costs that are concave functions of the Euclidean distance. Since the main difficulty for proving the existence…
In this note, we derive upper-bounds on the statistical estimation rates of unbalanced optimal transport (UOT) maps for the quadratic cost. Our work relies on the stability of the semi-dual formulation of optimal transport (OT) extended to…