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The empirical optimal transport (OT) cost between two probability measures from random data is a fundamental quantity in transport based data analysis. In this work, we derive novel guarantees for its convergence rate when the involved…

Statistics Theory · Mathematics 2022-02-22 Shayan Hundrieser , Thomas Staudt , Axel Munk

In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…

Optimization and Control · Mathematics 2023-06-16 Yukuan Hu , Huajie Chen , Xin Liu

We propose deep learning methods for classical Monge's optimal mass transportation problems, where where the distribution constraint is treated as penalty terms defined by the maximum mean discrepancy in the theory of Hilbert space…

Optimization and Control · Mathematics 2026-02-17 Takafumi Saito , Yumiharu Nakano

Mini-batch optimal transport (m-OT) has been successfully used in practical applications that involve probability measures with a very high number of supports. The m-OT solves several smaller optimal transport problems and then returns the…

Machine Learning · Statistics 2022-06-08 Khai Nguyen , Dang Nguyen , Quoc Nguyen , Tung Pham , Hung Bui , Dinh Phung , Trung Le , Nhat Ho

A moldable job is a job that can be executed on an arbitrary number of processors, and whose processing time depends on the number of processors allotted to it. A moldable job is monotone if its work doesn't decrease for an increasing…

Data Structures and Algorithms · Computer Science 2018-01-09 Klaus Jansen , Felix Land

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

Optimization and Control · Mathematics 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

This work analyzes the inverse optimal transport (IOT) problem under Bregman regularization. We establish well-posedness results, including existence, uniqueness (up to equivalence classes of solutions), and stability, under several…

Optimization and Control · Mathematics 2026-05-01 Chenglong Bao , Zanyu Li , Yunan Yang

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…

Probability · Mathematics 2018-12-31 Hadrien De March

The inverse optimal transport problem is to find the underlying cost function from the knowledge of optimal transport plans. While this amounts to solving a linear inverse problem, in this work we will be concerned with the nonlinear…

Optimization and Control · Mathematics 2025-09-03 Alberto González-Sanz , Michel Groppe , Axel Munk

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…

We consider the problem of maximizing the revenue raised from tolls set on the arcs of a transportation network, under the constraint that users are assigned to toll-compatible shortest paths. We first prove that this problem is strongly…

Computer Science and Game Theory · Computer Science 2017-07-24 S. Roch , P. Marcotte , G. Savard

Production and inventory planning have become crucial and challenging in nowadays competitive industrial and commercial sectors, especially when multiple plants or warehouses are involved. In this context, this paper addresses the…

Optimization and Control · Mathematics 2020-07-14 J. O. Cunha , H. H. Kramer , R. A. Melo

Routing and scheduling problems are fundamental problems in combinatorial optimization, and also have many applications. Most variations of these problems are NP-Hard, so we need to use heuristics to solve these problems on large instances,…

Data Structures and Algorithms · Computer Science 2015-02-20 Arindam Pal

The power and flexibility of Optimal Transport (OT) have pervaded a wide spectrum of problems, including recent Machine Learning challenges such as unsupervised domain adaptation. Its essence of quantitatively relating two probability…

Image and Video Processing · Electrical Eng. & Systems 2023-04-18 Bo Jiang , Hamid Krim , Tianfu Wu , Derya Cansever

We consider optimization problems involving the multiplication of variable matrices to be selected from a given family, which might be a discrete set, a continuous set or a combination of both. Such nonlinear, and possibly discrete,…

Optimization and Control · Mathematics 2021-03-12 Burak Kocuk

Sliced Optimal Transport (SOT) is a rapidly developing branch of optimal transport (OT) that exploits the tractability of one-dimensional OT problems. By combining tools from OT, integral geometry, and computational statistics, SOT enables…

Machine Learning · Statistics 2025-10-15 Khai Nguyen

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,…

Optimization and Control · Mathematics 2025-03-25 Ziyuan Lyu , Zihao Wang , Hao Wu , Shuai Yang

We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…

Numerical Analysis · Mathematics 2017-08-29 Michael Lindsey , Yanir A. Rubinstein

Software engineers must make decisions that trade off competing goals (faster vs. cheaper, secure vs. usable, accurate vs. interpretable, etc.). Despite MSR's proven techniques for exploring such goals, researchers still struggle with these…

Software Engineering · Computer Science 2026-02-10 Tim Menzies , Tao Chen , Yulong Ye , Kishan Kumar Ganguly , Amirali Rayegan , Srinath Srinivasan , Andre Lustosa

Optimal transport (OT) serves as a natural framework for comparing probability measures, with applications in statistics, machine learning, and applied mathematics. Alas, statistical estimation and exact computation of the OT distances…

Statistics Theory · Mathematics 2024-05-14 Tao Wang , Ziv Goldfeld
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