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In this paper, we consider Strassen's version of optimal transport (OT) problem, which concerns minimizing the excess-cost probability (i.e., the probability that the cost is larger than a given value) over all couplings of two given…

Probability · Mathematics 2022-02-22 Lei Yu

We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…

Data Structures and Algorithms · Computer Science 2020-07-07 Yihe Dong , Yu Gao , Richard Peng , Ilya Razenshteyn , Saurabh Sawlani

Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…

Most common Optimal Transport (OT) solvers are currently based on an approximation of underlying measures by discrete measures. However, it is sometimes relevant to work only with moments of measures instead of the measure itself, and many…

Numerical Analysis · Mathematics 2022-12-05 Olga Mula , Anthony Nouy

Learning to align multiple datasets is an important problem with many applications, and it is especially useful when we need to integrate multiple experiments or correct for confounding. Optimal transport (OT) is a principled approach to…

Machine Learning · Computer Science 2021-08-03 Ruishan Liu , Akshay Balsubramani , James Zou

We consider the problem of finding an optimal transport plan between an absolutely continuous measure $\mu$ on $\mathcal{X} \subset \mathbb{R}^d$ and a finitely supported measure $\nu$ on $\mathbb{R}^d$ when the transport cost is the…

Numerical Analysis · Mathematics 2018-10-08 Valentin Hartmann , Dominic Schuhmacher

Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning…

Machine Learning · Statistics 2023-04-17 Tianlin Liu , Joan Puigcerver , Mathieu Blondel

Computing exact Optimal Transport (OT) distances for large-scale datasets is computationally prohibitive. While entropy-regularized alternatives offer speed, they sacrifice precision and frequently suffer from numerical instability in…

Optimization and Control · Mathematics 2026-03-17 Jianting Pan , Ji'an Li , Ming Yan

We develop a semi-discrete optimal transport scheme for the compressible semi-geostrophic equations, a system that plays an important role in modelling large-scale atmospheric dynamics and frontogenesis. Unlike the incompressible case, the…

Numerical Analysis · Mathematics 2026-03-10 Théo Lavier , Beatrice Pelloni

We address the convergence problem in learning the Optimal Transport (OT) map, where the OT Map refers to a map from one distribution to another while minimizing the transport cost. Semi-dual Neural OT, a widely used approach for learning…

Machine Learning · Computer Science 2026-02-03 Jaemoo Choi , Jaewoong Choi , Dohyun Kwon

We propose two deep neural network-based methods for solving semi-martingale optimal transport problems. The first method is based on a relaxation/penalization of the terminal constraint, and is solved using deep neural networks. The second…

Optimization and Control · Mathematics 2021-03-08 Ivan Guo , Nicolas Langrené , Grégoire Loeper , Wei Ning

We leverage powerful mathematical tools stemming from optimal transport theory and transform them into an efficient algorithm to reconstruct the fluctuations of the primordial density field, built on solving the Monge-Amp\`ere-Kantorovich…

Cosmology and Nongalactic Astrophysics · Physics 2021-07-14 Bruno Lévy , Roya Mohayaee , Sebastian von Hausegger

We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…

Numerical Analysis · Mathematics 2011-03-02 Louis-Philippe Saumier , Martial Agueh , Boualem Khouider

In this paper we describe a fast algorithm for generating periodic RVEs of polycrystalline materials. In particular, we use the damped Newton method from semi-discrete optimal transport theory to generate 3D periodic Laguerre tessellations…

Optimization and Control · Mathematics 2022-07-26 D. P. Bourne , M. Pearce , S. M. Roper

We study the problem of minimizing a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of…

Optimization and Control · Mathematics 2015-04-24 Aryan Mokhtari , Qing Ling , Alejandro Ribeiro

We introduce a new technique, which we call the boundary method, for solving semi-discrete optimal transport problems with a wide range of cost functions. The boundary method reduces the effective dimension of the problem, thus improving…

Numerical Analysis · Mathematics 2019-05-03 Luca Dieci , J. D. Walsh

Optimal transport problems pose many challenges when considering their numerical treatment. We investigate the solution of a PDE-constrained optimisation problem subject to a particular transport equation arising from the modelling of image…

Numerical Analysis · Mathematics 2018-01-15 Roland Herzog , John W. Pearson , Martin Stoll

We propose a communication and computation efficient second-order method for distributed optimization. For each iteration, our method only requires $\mathcal{O}(d)$ communication complexity, where $d$ is the problem dimension. We also…

Optimization and Control · Mathematics 2023-05-30 Chengchang Liu , Lesi Chen , Luo Luo , John C. S. Lui

Optimal transport (OT) aims to find a map $T$ that transports mass from one probability measure to another while minimizing a cost function. Recently, neural OT solvers have gained popularity in high dimensional biological applications such…

Machine Learning · Computer Science 2025-05-20 Peter Chen , Yue Xie , Qingpeng Zhang

We investigate finding a map $g$ within a function class $G$ that minimises an Optimal Transport (OT) cost between a target measure $\nu$ and the image by $g$ of a source measure $\mu$. This is relevant when an OT map from $\mu$ to $\nu$…

Optimization and Control · Mathematics 2025-08-20 Eloi Tanguy , Agnès Desolneux , Julie Delon