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In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…
We propose a new approach for sampling and Bayesian computation that uses the score of the target distribution to construct a transport from a given reference distribution to the target. Our approach is an infinite-dimensional Newton…
Optimal transport (OT) is a widely used technique for distribution alignment, with applications throughout the machine learning, graphics, and vision communities. Without any additional structural assumptions on trans-port, however, OT can…
A numerical method for the solution of the elliptic Monge-Ampere Partial Differential Equation, with boundary conditions corresponding to the Optimal Transportation (OT) problem is presented. A local representation of the OT boundary…
Classical convergence analyses for optimization algorithms rely on the widely-adopted uniform smoothness assumption. However, recent experimental studies have demonstrated that many machine learning problems exhibit non-uniform smoothness,…
Comparing time series in a principled manner requires capturing both temporal alignment and distributional similarity of features. Optimal transport (OT) has recently emerged as a powerful tool for this task, but existing OT-based…
Linear inverse problems arise in diverse engineering fields especially in signal and image reconstruction. The development of computational methods for linear inverse problems with sparsity is one of the recent trends in this field. The…
Optimal transport distances (OT) have been widely used in recent work in Machine Learning as ways to compare probability distributions. These are costly to compute when the data lives in high dimension. Recent work by Paty et al., 2019,…
We study the solution of a large-scale transportation problem with an additional constraint on the sparsity of inbound flows. Such problems arise in the management of inventory for online retailers that operate with many order fulfillment…
In the paper, we propose solving optimization problems (OPs) and understanding the Newton method from the optimal control view. We propose a new optimization algorithm based on the optimal control problem (OCP). The algorithm features…
Discrete optimization is a central problem in mathematical optimization with a broad range of applications, among which binary optimization and sparse optimization are two common ones. However, these problems are NP-hard and thus difficult…
Optimizing smooth convex functions in stochastic settings, where only noisy estimates of gradients and Hessians are available, is a fundamental problem in optimization. While first-order methods possess a low per-iteration cost, their…
In this paper, we propose a Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The objective function of the problem under consideration is given by…
Computing the quadratic transportation metric (also called the $2$-Wasserstein distance or root mean square distance) between two point clouds, or, more generally, two discrete distributions, is a fundamental problem in machine learning,…
In this paper, we propose a globally convergent Newton type method to solve $\ell_0$ regularized sparse optimization problem. In fact, a line search strategy is applied to the Newton method to obtain global convergence. The Jacobian matrix…
Entropic Optimal Transport (EOT), also referred to as the Schr\"odinger problem, seeks to find a random processes with prescribed initial/final marginals and with minimal relative entropy with respect to a reference measure. The relative…
This paper addresses the problem of Unbalanced Optimal Transport (UOT) in which the marginal conditions are relaxed (using weighted penalties in lieu of equality) and no additional regularization is enforced on the OT plan. In this context,…
Optimal transport (OT) is a framework that can be used to guide the optimal allocation of a limited amount of resources. The classical OT paradigm does not consider malicious attacks in its formulation and thus the designed transport plan…
We focus on finding sparse and least-$\ell_1$-norm solutions for unconstrained nonlinear optimal control problems. Such optimization problems are non-convex and non-smooth, nevertheless recent versions of Newton method for under-determined…
Optimal transport (OT) has become a widely used tool in the machine learning field to measure the discrepancy between probability distributions. For instance, OT is a popular loss function that quantifies the discrepancy between an…