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Related papers: The Total Variation-Wasserstein Problem

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This paper aims to provide various applications for second-order variational analysis of extended-real-valued piecewise liner functions recently obtained in [1]. We mainly focus here on establishing relationships between full stability of…

Optimization and Control · Mathematics 2016-08-23 B. S. Mordukhovich , M. E. Sarabi

This paper continues earlier work and is concerned with the inverse problem of parameter identification in variational inequalities of the second kind that does not only treat the parameter linked to a bilinear form, but importantly also…

Optimization and Control · Mathematics 2021-01-01 Joachim Gwinner

Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…

Probability · Mathematics 2025-03-11 Soumik Pal , Bodhisattva Sen , Ting-Kam Leonard Wong

In this article, we formulate topology optimization problems concerning the mass distribution as minimization problems for functionals on the Wasserstein space. We relax optimization problems regarding non-convex objective functions on the…

Optimization and Control · Mathematics 2026-01-22 Fumiya Okazaki , Takayuki Yamada

Randomness is ubiquitous in modern engineering. The uncertainty is often modeled as random coefficients in the differential equations that describe the underlying physics. In this work, we describe a two-step framework for numerically…

Numerical Analysis · Mathematics 2021-02-03 Ting Wang , Jaroslaw Knap

Feature alignment methods are used in many scientific disciplines for data pooling, annotation, and comparison. As an instance of a permutation learning problem, feature alignment presents significant statistical and computational…

Statistics Theory · Mathematics 2023-11-23 Yanjun Han , Philippe Rigollet , George Stepaniants

Total variation regularization has proven to be a valuable tool in the context of optimal control of differential equations. This is particularly attributed to the observation that TV-penalties often favor piecewise constant minimizers with…

Optimization and Control · Mathematics 2025-10-03 Giacomo Cristinelli , José A. Iglesias , Daniel Walter

The aim of this paper is to bring together a new type of quantum calculus, namely $p $-calculus, and variational calculus. We develop $p $-variational calculus and obtain a necessary optimality condition of Euler-Lagrange type and a…

General Mathematics · Mathematics 2020-03-17 İlker Gençtürk

We analyze a problem of optimal control of the Fokker-Planck equation with state constraints in the Wasserstein space of probability measures. Our main result is to derive optimality conditions in the form of a Mean Field Game system of…

Optimization and Control · Mathematics 2023-05-16 Samuel Daudin

This paper is concerned with an elliptic optimal control problem with total variation (TV) restriction on the control in the constraints. We introduce a regularized optimal control problem by applying a quadratic regularization of the dual…

Optimization and Control · Mathematics 2025-01-24 Christian Meyer , Annika Schiemann

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

This paper discusses a class of combinatorial optimization problems with uncertain costs in the objective function. It is assumed that a sample of the cost realizations is available, which defines an empirical probability distribution for…

Optimization and Control · Mathematics 2023-12-21 Marcel Jackiewicz , Adam Kasperski , Pawel Zielinski

In this paper, we apply the framework of optimal transport to the formulation of optimal design problems. By considering the Wasserstein space as a set of design variables, we associate each probability measure with a shape configuration of…

Optimization and Control · Mathematics 2025-09-08 Fumiya Okazaki , Takayuki Yamada

We present a robust optimisation framework for computing invariant solutions of wall-bounded flows by recasting the Navier-Stokes equations as a variational problem as established in Ashtari and Schneider, JFM (2023). The approach minimises…

Fluid Dynamics · Physics 2026-04-14 Thomas Burton , Sean Symon , Davide Lasagna

Solving Fredholm equations of the first kind is crucial in many areas of the applied sciences. In this work we adopt a probabilistic and variational point of view by considering a minimization problem in the space of probability measures…

Optimization and Control · Mathematics 2024-05-17 Francesca R. Crucinio , Valentin De Bortoli , Arnaud Doucet , Adam M. Johansen

We study a class of stochastic optimal design problems for elliptic partial differential equations in divergence form, where the coefficients represent mixtures of two conducting materials. The objective is to minimize a generalized risk…

Optimization and Control · Mathematics 2026-02-24 Amal Alphonse , Petar Kunštek , Marko Vrdoljak

Wasserstein distributionally robust optimization (DRO) has recently achieved empirical success for various applications in operations research and machine learning, owing partly to its regularization effect. Although connection between…

Machine Learning · Computer Science 2020-11-02 Rui Gao , Xi Chen , Anton J. Kleywegt

This paper introduces Wasserstein variational inference, a new form of approximate Bayesian inference based on optimal transport theory. Wasserstein variational inference uses a new family of divergences that includes both f-divergences and…

We refer to recent inference methodology and formulate a framework for solving the distributionally robust optimization problem, where the true probability measure is inside a Wasserstein ball around the empirical measure and the radius of…

Mathematical Finance · Quantitative Finance 2023-06-28 Xin Hai , Kihun Nam

In this paper we study the BV regularity for solutions of variational problems in Optimal Transportation. As an application we recover BV estimates for solutions of some non-linear parabolic PDE by means of optimal transportation…

Optimization and Control · Mathematics 2015-09-30 Guido De Philippis , Alpár Mészáros , Filippo Santambrogio , Bozhidar Velichkov