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We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…

Optimization and Control · Mathematics 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…

Optimization and Control · Mathematics 2024-03-11 Xun Tang , Holakou Rahmanian , Michael Shavlovsky , Kiran Koshy Thekumparampil , Tesi Xiao , Lexing Ying

A localized method to distribute paths on random graphs is devised, aimed at finding the shortest paths between given source/destination pairs while avoiding path overlaps at nodes. We propose a method based on message-passing techniques to…

Disordered Systems and Neural Networks · Physics 2014-10-17 Caterina De Bacco , Silvio Franz , David Saad , Chi Ho Yeung

Optimal transport (OT) theory provides a principled framework for modeling mass movement in applications such as mobility, logistics, and economics. Classical formulations, however, generally ignore capacity limits that are intrinsic in…

Optimization and Control · Mathematics 2025-11-04 Anqi Dong , Karl Henrik Johansson , Johan Karlsson

In this paper, we explore a scenario where a sender provides an information policy and a receiver, upon observing a realization of this policy, decides whether to take a particular action, such as making a purchase. The sender's objective…

Numerical Analysis · Mathematics 2024-12-13 Jorge Justiniano , Andreas Kleiner , Benny Moldovanu , Martin Rumpf , Philipp Strack

The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a…

Machine Learning · Computer Science 2013-11-08 Moshe Dubiner , Matan Gavish , Yoram Singer

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

Routing optimization is a relevant problem in many contexts. Solving directly this type of optimization problem is often computationally unfeasible. Recent studies suggest that one can instead turn this problem into one of solving a…

Physics and Society · Physics 2020-12-11 Diego Baptista , Daniela Leite , Enrico Facca , Mario Putti , Caterina De Bacco

Traffic congestion has lead to an increasing emphasis on management measures for a more efficient utilization of existing infrastructure. In this context, this paper proposes a novel framework that integrates real-time optimization of…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Samarth Gupta , Ravi Seshadri , Bilge Atasoy , A. Arun Prakash , Francisco Pereira , Gary Tan , Moshe Ben-Akiva

In the following article, we present a novel way to etimate the amounts of traffic on the Origin-Destination couples (OD couples). This new approach combines together a routing algorithm based on the principle of the shortest path and a…

Optimization and Control · Mathematics 2016-08-16 Hélène Le Cadre

In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the induced primal-dual regularization, the authors propose to…

Optimization and Control · Mathematics 2023-07-12 Stefano Cipolla , Jacek Gondzio , Filippo Zanetti

Optimal transport (OT) and unbalanced optimal transport (UOT) are central in many machine learning, statistics and engineering applications. 1D OT is easily solved, with complexity O(n log n), but no efficient algorithm was known for 1D…

Performance · Computer Science 2024-02-15 Gabriel Gouvine

In this paper, we propose a deterministic algorithm that approximates the optimal path cover on weighted undirected graphs. Based on the 1/2-Approximation Path Cover Algorithm by Moran et al., we add a procedure to remove the redundant…

Numerical Analysis · Mathematics 2021-01-25 Junyuan Lin , Guangpeng Ren

In this paper, we address the problem of estimating transport surplus (a.k.a. matching affinity) in high dimensional optimal transport problems. Classical optimal transport theory specifies the matching affinity and determines the optimal…

Methodology · Statistics 2017-01-02 Arnaud Dupuy , Alfred Galichon , Yifei Sun

Unsplittable flow problems cover a wide range of telecommunication and transportation problems and their efficient resolution is key to a number of applications. In this work, we study algorithms that can scale up to large graphs and…

Data Structures and Algorithms · Computer Science 2023-03-29 François Lamothe , Emmanuel Rachelson , Alain Haït , Cedric Baudoin , Jean-Baptiste Dupe

Entropy regularization is used to get improved optimization performance in reinforcement learning tasks. A common form of regularization is to maximize policy entropy to avoid premature convergence and lead to more stochastic policies for…

Machine Learning · Computer Science 2019-12-12 Riashat Islam , Zafarali Ahmed , Doina Precup

During the last decade, incremental sampling-based motion planning algorithms, such as the Rapidly-exploring Random Trees (RRTs) have been shown to work well in practice and to possess theoretical guarantees such as probabilistic…

Robotics · Computer Science 2010-05-05 Sertac Karaman , Emilio Frazzoli

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

We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…

Statistics Theory · Mathematics 2022-03-03 Bernard Bercu , Jérémie Bigot , Sébastien Gadat , Emilia Siviero

Emerging reconfigurable optical communication technologies allow to enhance datacenter topologies with demand-aware links optimized towards traffic patterns. This paper studies the algorithmic problem of jointly optimizing topology and…

Performance · Computer Science 2024-01-10 Wenkai Dai , Michael Dinitz , Klaus-Tycho Foerster , Long Luo , Stefan Schmid