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In this paper we combine an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM). The resulting algorithm (IP-PMM) is interpreted as a primal-dual regularized IPM, suitable for solving linearly constrained…
In this work, in the context of Linear and Quadratic Programming, we interpret Primal Dual Regularized Interior Point Methods (PDR-IPMs) in the framework of the Proximal Point Method. The resulting Proximal Stabilized IPM (PS-IPM) is…
Optimal transport (OT) provides effective tools for comparing and mapping probability measures. We propose to leverage the flexibility of neural networks to learn an approximate optimal transport map. More precisely, we present a new and…
Regularized discrete optimal transport (OT) is a powerful tool to measure the distance between two discrete distributions that have been constructed from data samples on two different domains. While it has a wide range of applications in…
While the optimal transport (OT) problem was originally formulated as a linear program, the addition of entropic regularization has proven beneficial both computationally and statistically, for many applications. The Sinkhorn fixed-point…
We develop a fast and reliable method for solving large-scale optimal transport (OT) problems at an unprecedented combination of speed and accuracy. Built on the celebrated Douglas-Rachford splitting technique, our method tackles the…
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 develop a novel theoretical framework for understating OT schemes respecting a class structure. For this purpose, we propose a convex OT program with a sum-of-norms regularization term, which provably recovers the underlying class…
In this paper, we consider the optimal coordination of automated vehicles at intersections under fixed crossing orders. We formulate the problem using direct optimal control and exploit the structure to construct a semi-distributed…
The Unbalanced Optimal Transport (UOT) problem plays increasingly important roles in computational biology, computational imaging and deep learning. Scaling algorithm is widely used to solve UOT due to its convenience and good convergence…
In this paper, we propose the primal-dual method of multipliers (PDMM) for distributed optimization over a graph. In particular, we optimize a sum of convex functions defined over a graph, where every edge in the graph carries a linear…
We present an $\tilde O(m+n^{1.5})$-time randomized algorithm for maximum cardinality bipartite matching and related problems (e.g. transshipment, negative-weight shortest paths, and optimal transport) on $m$-edge, $n$-node graphs. For…
The current best practice for computing optimal transport (OT) is via entropy regularization and Sinkhorn iterations. This algorithm runs in quadratic time as it requires the full pairwise cost matrix, which is prohibitively expensive for…
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…
Developing a contemporary optimal transport (OT) solver requires navigating trade-offs among several critical requirements: GPU parallelization, scalability to high-dimensional problems, theoretical convergence guarantees, empirical…
We study multi-marginal optimal transport (MOT) problems where the underlying cost has a graphical structure. These graphical multi-marginal optimal transport problems have found applications in several domains including traffic flow…
Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…
Adapted optimal transport (AOT) problems are optimal transport problems for distributions of a time series where couplings are constrained to have a temporal causal structure. In this paper, we develop computational tools for solving AOT…
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…
An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…