Related papers: Bringing regularized optimal transport to lightspe…
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…
The Douglas-Rachford splitting method is a classical and widely used algorithm for solving monotone inclusions involving the sum of two maximally monotone operators. It was recently shown to be the unique frugal, no-lifting…
We adapt the alternating linearization method for proximal decomposition to structured regularization problems, in particular, to the generalized lasso problems. The method is related to two well-known operator splitting methods, the…
We propose a new approach for analyzing convergence of the Douglas-Rachford splitting method for solving convex composite optimization problems. The approach is based on a continuously differentiable function, the Douglas-Rachford Envelope…
In this paper, we propose the Bregman Douglas-Rachford splitting (BDRS) method and its variant Bregman Peaceman-Rachford splitting method for solving maximal monotone inclusion problem. We show that BDRS is equivalent to a Bregman…
This article introduces a generalization of the discrete optimal transport, with applications to color image manipulations. This new formulation includes a relaxation of the mass conservation constraint and a regularization term. These two…
We present a new multiscale algorithm for solving regularized Optimal Transport problems on the GPU, with a linear memory footprint. Relying on Sinkhorn divergences which are convex, smooth and positive definite loss functions, this method…
Douglas-Rachford splitting and the alternating direction method of multipliers (ADMM) can be used to solve convex optimization problems that consist of a sum of two functions. Convergence rate estimates for these algorithms have received…
Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…
The properties of gradient techniques for the phase retrieval problem have received a considerable attention in recent years. In almost all applications, however, the phase retrieval problem is solved using a family of algorithms that can…
We propose an exact algorithm for solving the longest simple path problem between two given vertices in undirected weighted graphs. By using graph partitioning and dynamic programming, we obtain an algorithm that is significantly faster…
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…
We implement a quantum optimal control algorithm based on automatic differentiation and harness the acceleration afforded by graphics processing units (GPUs). Automatic differentiation allows us to specify advanced optimization criteria and…
Motion planning is a key aspect of robotics. A common approach to address motion planning problems is trajectory optimization. Trajectory optimization can represent the high-level behaviors of robots through mathematical formulations.…
This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to…
Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to…
We adapt the Douglas-Rachford (DR) splitting method to solve nonconvex feasibility problems by studying this method for a class of nonconvex optimization problem. While the convergence properties of the method for convex problems have been…
We propose a methodology for studying the performance of common splitting methods through semidefinite programming. We prove tightness of the methodology and demonstrate its value by presenting two applications of it. First, we use the…
We study decentralized smooth optimization problems over compact submanifolds. Recasting it as a composite optimization problem, we propose a decentralized Douglas-Rachford splitting algorithm, DDRS. When the proximal operator of the local…
We propose a family of relaxations of the optimal transport problem which regularize the problem by introducing an additional minimization step over a small region around one of the underlying transporting measures. The type of…