Related papers: Two Stage Algorithm for Semi-Discrete Optimal Tran…
Bilevel optimization has gained significant attention in recent years due to its broad applications in machine learning. This paper focuses on bilevel optimization in decentralized networks and proposes a novel single-loop algorithm for…
The sheer scale of modern datasets has resulted in a dire need for summarization techniques that identify representative elements in a dataset. Fortunately, the vast majority of data summarization tasks satisfy an intuitive diminishing…
In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…
Solving large scale entropic optimal transport problems with the Sinkhorn algorithm remains challenging, and domain decomposition has been shown to be an efficient strategy for problems on large grids. Unbalanced optimal transport is a…
We show quantitative stability results for the geometric "cells" arising in semi-discrete optimal transport problems. Our results show two types of stability, the first is stability of the associated Laguerre cells in measure, without any…
We present a bipartite network model that captures intermediate stages of optimization by blending the Maximum Entropy approach with Optimal Transport. In this framework, the network's constraints define the total mass each node can supply…
We present a multi-stage optimization method for efficient sensor deployment in traffic surveillance scenarios. Based on a genetic optimization scheme, our algorithm places an optimal number of roadside sensors to obtain full road coverage…
In this paper, we establish the almost sure convergence of two-timescale stochastic gradient descent algorithms in continuous time under general noise and stability conditions, extending well known results in discrete time. We analyse…
The time of arrival (TOA)-based localization techniques, which need to estimate the delay of the line-of-sight (LoS) path, have been widely employed in location-aware networks. To achieve a high-accuracy delay estimation, a number of…
In the current book I suggest an off-road path to the subject of optimal transport. I tried to avoid prior knowledge of analysis, PDE theory and functional analysis, as much as possible. Thus I concentrate on discrete and semi-discrete…
Semi-discrete optimal transport (SOT), which maps a continuous probability measure to a discrete one, is a fundamental problem with wide-ranging applications. Entropic regularization is often employed to solve the SOT problem, leading to a…
We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…
In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…
The multi-gradient descent algorithm (MGDA) finds a common descent direction that can improve all objectives by identifying the minimum-norm point in the convex hull of the objective gradients. This method has become a foundational tool in…
This paper introduces a numerical algorithm to compute the $L_2$ optimal transport map between two measures $\mu$ and $\nu$, where $\mu$ derives from a density $\rho$ defined as a piecewise linear function (supported by a tetrahedral mesh),…
To design algorithms that reduce communication cost or meet rate constraints and are robust to communication noise, we study convex distributed optimization problems where a set of agents are interested in solving a separable optimization…
We introduce a two-level trust-region method (TLTR) for solving unconstrained nonlinear optimization problems. Our method uses a composite iteration step, which is based on two distinct search directions. The first search direction is…
We study Flow Matching in a semi-discrete setting where a Gaussian source is transported toward a discrete target supported on finitely many points. This semi-discrete regime is the theoretical setting behind the use of Flow Matching for…
Optimal transport aims to estimate a transportation plan that minimizes a displacement cost. This is realized by optimizing the scalar product between the sought plan and the given cost, over the space of doubly stochastic matrices. When…
Bilevel optimization has been applied to a wide variety of machine learning models, and numerous stochastic bilevel optimization algorithms have been developed in recent years. However, most existing algorithms restrict their focus on the…