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Distributionally robust chance constrained programs minimize a deterministic cost function subject to the satisfaction of one or more safety conditions with high probability, given that the probability distribution of the uncertain problem…

Optimization and Control · Mathematics 2022-11-22 Zhi Chen , Daniel Kuhn , Wolfram Wiesemann

Natural disasters or attacks may disrupt infrastructure networks on a vast scale. Parts of the damaged network are interdependent, making it difficult to plan and optimally execute the recovery operations. To study how interdependencies…

Optimization and Control · Mathematics 2012-07-13 Alexander Gutfraind , Milan Bradonjić , Tim Novikoff

We study distributed multi-agent large-scale optimization problems, wherein the cost function is composed of a smooth possibly nonconvex sum-utility plus a DC (Difference-of-Convex) regularizer. We consider the scenario where the dimension…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-29 Ivano Notarnicola , Ying Sun , Gesualdo Scutari , Giuseppe Notarstefano

For several combinatorial optimization problems over random structures, the theory of local weak convergence from probability and the cavity method from statistical physics can be used to deduce a recursive equation for the distribution of…

Probability · Mathematics 2014-05-07 Mustafa Khandwawala

We consider the scheduling problem on $n$ strategic unrelated machines when no payments are allowed, under the objective of minimizing the makespan. We adopt the model introduced in [Koutsoupias, Theory Comput. Syst. (2014)] where a machine…

Computer Science and Game Theory · Computer Science 2018-12-05 Yiannis Giannakopoulos , Elias Koutsoupias , Maria Kyropoulou

We study the problem of evaluating a discrete function by adaptively querying the values of its variables until the values read uniquely determine the value of the function. Reading the value of a variable is done at the expense of some…

Data Structures and Algorithms · Computer Science 2014-06-17 Aline Saettler , Eduardo Laber , Ferdinando Cicalese

We study the small-regularisation limit of the entropic optimal transport problem on the line with distance cost. While convergence of entropic minimizers is well understood in the discrete setting and in the case where the cost is…

Optimization and Control · Mathematics 2025-12-08 Armand Ley

We consider cost constrained versions of the minimum spanning tree problem and the assignment problem. We assume edge weights are independent copies of a continuous random variable $Z$ that satisfies $F(x)=\Pr(Z\leq x)\approx x^\alpha$ as…

Data Structures and Algorithms · Computer Science 2021-06-01 Alan Frieze , Tomasz Tkocz

We consider the assignment problem between two sets of $N$ random points on a smooth, two-dimensional manifold $\Omega$ of unit area. It is known that the average cost scales as $E_{\Omega}(N)\sim\frac{1}{2\pi}\ln N$ with a correction that…

We consider the cost of general orthogonal range queries in random quadtrees. The cost of a given query is encoded into a (random) function of four variables which characterize the coordinates of two opposite corners of the query rectangle.…

Probability · Mathematics 2018-08-24 Nicolas Broutin , Henning Sulzbach

We prove asymptotic results for 2-dimensional random matching problems. In particular, we obtain the leading term in the asymptotic expansion of the expected quadratic transportation cost for empirical measures of two samples of independent…

Probability · Mathematics 2016-11-16 Luigi Ambrosio , Federico Stra , Dario Trevisan

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

Numerical Analysis · Mathematics 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…

Optimization and Control · Mathematics 2024-03-04 Guillaume Carlier , Lénaïc Chizat , Maxime Laborde

We show that every symmetric random variable with log-concave tails satisfies the convex infimum convolution inequality with an optimal cost function (up to scaling). As a result, we obtain nearly optimal comparison of weak and strong…

Probability · Mathematics 2021-05-18 Marta Strzelecka , Michał Strzelecki , Tomasz Tkocz

Given two compact metric spaces $X$ and $Y$, a Lipschitz continuous cost function $c$ on $X \times Y$ and two probabilities $\mu \in\mathcal{P}(X),\,\nu\in\mathcal{P}(Y)$, we propose to study the Monge-Kantorovich problem and its duality…

Dynamical Systems · Mathematics 2025-02-03 Jairo K. Mengue

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

This paper examines the behavior of the price of anarchy as a function of the traffic inflow in nonatomic congestion games with multiple origin-destination (O/D) pairs. Empirical studies in real-world networks show that the price of anarchy…

Computer Science and Game Theory · Computer Science 2018-04-12 Riccardo Colini-Baldeschi , Roberto Cominetti , Panayotis Mertikopoulos , Marco Scarsini

Consider the problem of matching two independent i.i.d. samples of size $N$ from two distributions $P$ and $Q$ in $\mathbb{R}^d$. For an arbitrary continuous cost function, the optimal assignment problem looks for the matching that…

Probability · Mathematics 2023-01-03 Zaid Harchaoui , Lang Liu , Soumik Pal

Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…

Machine Learning · Computer Science 2021-09-21 Sylvain Courtain , Guillaume Guex , Ilkka Kivimaki , Marco Saerens

In this short note, we show that given a cost function $c$, any coupling $\pi$ of two probability measures where the second is a discrete measure can be associated to a certain bipartite graph containing a perfect matching, based on the…

Optimization and Control · Mathematics 2020-07-17 Mohit Bansil , Jun Kitagawa
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