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We study MinMax solution methods for a general class of optimization problems related to (and including) optimal transport. Theoretically, the focus is on fitting a large class of problems into a single MinMax framework and generalizing…

Optimization and Control · Mathematics 2020-10-23 Luca De Gennaro Aquino , Stephan Eckstein

During recent decades, there has been a substantial development in optimal mass transport theory and methods. In this work, we consider multi-marginal problems wherein only partial information of each marginal is available, which is a setup…

Signal Processing · Electrical Eng. & Systems 2019-05-13 Filip Elvander , Isabel Haasler , Andreas Jakobsson , Johan Karlsson

Optimal Transport (OT) has recently emerged as a powerful framework for learning minimal-displacement maps between distributions. The predominant approach involves a neural parametrization of the Monge formulation of OT, typically assuming…

Machine Learning · Computer Science 2024-07-23 Athina Sotiropoulou , David Alvarez-Melis

In machine learning and computer vision, optimal transport has had significant success in learning generative models and defining metric distances between structured and stochastic data objects, that can be cast as probability measures. The…

Machine Learning · Computer Science 2020-10-20 Anton Mallasto , Markus Heinonen , Samuel Kaski

We study a generalization of the multi-marginal optimal transport problem, which has no fixed number of marginals $N$ and is inspired of statistical mechanics. It consists in optimizing a linear combination of the costs for all the possible…

Optimization and Control · Mathematics 2025-01-15 Simone Di Marino , Mathieu Lewin , Luca Nenna

We propose two deep neural network-based methods for solving semi-martingale optimal transport problems. The first method is based on a relaxation/penalization of the terminal constraint, and is solved using deep neural networks. The second…

Optimization and Control · Mathematics 2021-03-08 Ivan Guo , Nicolas Langrené , Grégoire Loeper , Wei Ning

Optimal transport (OT) has enjoyed great success in machine learning as a principled way to align datasets via a least-cost correspondence, driven in large part by the runtime efficiency of the Sinkhorn algorithm (Cuturi, 2013). However,…

Machine Learning · Computer Science 2025-08-19 Peter Halmos , Julian Gold , Xinhao Liu , Benjamin J. Raphael

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

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…

Computation · Statistics 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…

Data Structures and Algorithms · Computer Science 2020-07-07 Yihe Dong , Yu Gao , Richard Peng , Ilya Razenshteyn , Saurabh Sawlani

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

Trajectory optimization methods for motion planning attempt to generate trajectories that minimize a suitable objective function. Such methods efficiently find solutions even for high degree-of-freedom robots. However, a globally optimal…

Robotics · Computer Science 2019-07-18 Luka Petrović , Juraj Peršić , Marija Seder , Ivan Marković

The optimal transport problem has many applications in machine learning, physics, biology, economics, etc. Although its goal is very clear and mathematically well-defined, finding its optimal solution can be challenging for large datasets…

Numerical Analysis · Mathematics 2021-12-14 Roozbeh Yousefzadeh

This article gives an introduction to optimal transport, a mathematical theory that makes it possible to measure distances between functions (or distances between more general objects), to interpolate between objects or to enforce…

Analysis of PDEs · Mathematics 2017-10-10 Bruno Levy , Erica Schwindt

Monotone gradient functions play a central role in solving the Monge formulation of the optimal transport (OT) problem, which arises in modern applications ranging from fluid dynamics to robot swarm control. When the transport cost is the…

Machine Learning · Computer Science 2025-09-25 Shreyas Chaudhari , Srinivasa Pranav , José M. F. Moura

The traveling salesman problem is a fundamental combinatorial optimization problem with strong exact algorithms. However, as problems scale up, these exact algorithms fail to provide a solution in a reasonable time. To resolve this, current…

Machine Learning · Computer Science 2025-01-09 Yong Liang Goh , Wee Sun Lee , Xavier Bresson , Thomas Laurent , Nicholas Lim

Optimal transport (OT) naturally arises in a wide range of machine learning applications but may often become the computational bottleneck. Recently, one line of works propose to solve OT approximately by searching the \emph{transport plan}…

Machine Learning · Computer Science 2021-11-15 Weijie Liu , Chao Zhang , Nenggan Zheng , Hui Qian

Deep learning classifiers are now known to have flaws in the representations of their class. Adversarial attacks can find a human-imperceptible perturbation for a given image that will mislead a trained model. The most effective methods to…

Machine Learning · Computer Science 2021-05-19 Quentin Bouniot , Romaric Audigier , Angélique Loesch

Optimal transport is a powerful framework for the efficient allocation of resources between sources and targets. However, traditional models often struggle to scale effectively in the presence of large and heterogeneous populations. In this…

Artificial Intelligence · Computer Science 2024-11-13 Navpreet Kaur , Juntao Chen , Yingdong Lu

We introduce a new framework for efficient sampling from complex probability distributions, using a combination of optimal transport maps and the Metropolis-Hastings rule. The core idea is to use continuous transportation to transform…

Computation · Statistics 2019-06-11 Matthew Parno , Youssef Marzouk