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In this paper, we introduce methods from convex optimization to solve the multimarginal transport type problems arise in the context of density functional theory. Convex relaxations are used to provide outer approximation to the set of…

Optimization and Control · Mathematics 2018-08-15 Yuehaw Khoo , Lexing Ying

The question of which costs admit unique optimizers in the Monge-Kantorovich problem of optimal transportation between arbitrary probability densities is investigated. For smooth costs and densities on compact manifolds, the only known…

Optimization and Control · Mathematics 2018-01-23 Robert J. McCann , Ludovic Rifford

Entropic Optimal Transport (EOT), also referred to as the Schr\"odinger problem, seeks to find a random processes with prescribed initial/final marginals and with minimal relative entropy with respect to a reference measure. The relative…

Optimization and Control · Mathematics 2024-12-17 Jean-David Benamou , Guillaume Chazareix , Marc Hoffmann , Grégoire Loeper , François-Xavier Vialard

We introduce a new stochastic algorithm for solving entropic optimal transport (EOT) between two absolutely continuous probability measures $\mu$ and $\nu$. Our work is motivated by the specific setting of Monge-Kantorovich quantiles where…

Probability · Mathematics 2025-07-29 Bernard Bercu , Jérémie Bigot , Gauthier Thurin

We show non-asymptotic exponential convergence of Sinkhorn iterates to the Schr\"odinger potentials, solutions of the quadratic Entropic Optimal Transport problem on $\mathbb{R}^ d$. Our results hold under mild assumptions on the marginal…

Probability · Mathematics 2026-05-01 Giovanni Conforti , Alain Durmus , Giacomo Greco

We consider some repulsive multimarginal optimal transportation problems which include, as a particular case, the Coulomb cost. We prove a regularity property of the minimizers (optimal transportation plan) from which we deduce existence…

Optimization and Control · Mathematics 2016-09-01 Giuseppe Buttazzo , Thierry Champion , Luigi De Pascale

We consider the conjecture proposed in Matsumoto, Zhang and Schiebinger (2022) suggesting that optimal transport with quadratic regularisation can be used to construct a graph whose discrete Laplace operator converges to the…

Analysis of PDEs · Mathematics 2022-12-02 Gilles Mordant , Stephen Zhang

Optimal transportation with capacity constraints, a variant of the well-known optimal transportation problem, is concerned with transporting one probability density $f \in L^1(\mathbb{R}^m)$ onto another one $g \in L^1(\mathbb{R}^n)$ so as…

Optimization and Control · Mathematics 2014-03-05 Jonathan Korman , Robert J. McCann , Christian Seis

We investigate the small regularization limit of entropic optimal transport when the cost function is the Euclidean distance in dimensions $d > 1$, and the marginal measures are absolutely continuous with respect to the Lebesgue measure.…

Probability · Mathematics 2025-08-15 Shrey Aryan , Promit Ghosal

We shall present a measure theoretical approach for which together with the Kantorovich duality provide an efficient tool to study the optimal transport problem. Specifically, we study the support of optimal plans where the cost function…

Analysis of PDEs · Mathematics 2014-11-21 Abbas Moameni

The goal of the present work is three-fold. The first goal is to set foundational results on optimal transport in Lorentzian (pre-)length spaces, including cyclical monotonicity, stability of optimal couplings and Kantorovich duality…

Metric Geometry · Mathematics 2025-03-14 Fabio Cavalletti , Andrea Mondino

We analyze several problems of Optimal Transport Theory in the setting of Ergodic Theory. In a certain class of problems we consider questions in Ergodic Transport which are generalizations of the ones in Ergodic Optimization. Another class…

Dynamical Systems · Mathematics 2015-06-03 Artur O. Lopes , Jairo K. Mengue

The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…

Probability · Mathematics 2010-08-27 Najma Ahmad , Hwa Kil Kim , Robert J. McCann

The optimal (Monge-Kantorovich) transportation problem is discussed from several points of view. The Lagrangian formulation extends the action of the {\em Lagrangian} $L(v,x,t)$ from the set of orbits in $\R^n$ to a set of measure-valued…

Mathematical Physics · Physics 2007-05-23 Gershon Wolansky

We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…

Machine Learning · Computer Science 2023-11-02 Nikita Gushchin , Alexander Kolesov , Alexander Korotin , Dmitry Vetrov , Evgeny Burnaev

We consider the entropic regularization of discretized optimal transport and propose to solve its optimality conditions via a logarithmic Newton iteration. We show a quadratic convergence rate and validate numerically that the method…

Optimization and Control · Mathematics 2018-02-12 Christoph Brauer , Christian Clason , Dirk Lorenz , Benedikt Wirth

We study optimal transportation problems with constraints on densities of transport plans. We obtain a sharp condition for the uniqueness of an optimal solution to the Kantorovich problem with density constraints, namely that the Borel…

Functional Analysis · Mathematics 2024-01-17 Svetlana Popova

We present a new ansatz space for the general symmetric multi-marginal Kantorovich optimal transport problem on finite state spaces which reduces the number of unknowns from $\tbinom{N+\ell-1}{\ell-1}$ to $\ell\cdot(N+1)$, where $\ell$ is…

Analysis of PDEs · Mathematics 2018-01-03 G. Friesecke , D. Vögler

The aim of the present paper is to extend Kantorovich's mass transport problem to the framework of upper/lower continuous capacities and to prove the cyclic monotonicity of the supports of optimal supermodular plans. As in the probabilistic…

Classical Analysis and ODEs · Mathematics 2019-12-17 Sorin G. Gal , Constantin P. Niculescu

In this paper we analyze a mass transportation problem in a bounded domain with the possibility to transport mass to/from the boundary, paying the transport cost, that is given by the Euclidean distance plus an extra cost depending on the…

Functional Analysis · Mathematics 2016-09-28 Samer Dweik