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We present a general method, based on conjugate duality, for solving a convex minimization problem without assuming unnecessary topological restrictions on the constraint set. It leads to dual equalities and characterizations of the…

Optimization and Control · Mathematics 2016-08-16 Christian Léonard

Transportation of measure provides a versatile approach for modeling complex probability distributions, with applications in density estimation, Bayesian inference, generative modeling, and beyond. Monotone triangular transport…

Machine Learning · Statistics 2024-02-27 Ricardo Baptista , Youssef Marzouk , Olivier Zahm

Particle transport and localization phenomena in condensed-matter systems can be modeled using a tight-binding lattice Hamiltonian. The ideal experimental emulation of such a model utilizes simultaneous, high-fidelity control and readout of…

In this paper, we investigate optimal (partial) transport problems for which the target is a non-convex polygonal domain in \(\mathbb{R}^2\). For the complete optimal transport problem, we prove that the singular set is locally a smooth…

Analysis of PDEs · Mathematics 2026-05-19 Shibing Chen , Yuanyuan Li , Jiakun Liu

In this paper, we introduce methods from convex optimization to solve the multimarginal transport type problems arise in the context of density functional theory. Convex relaxations are used to provide outer approximation to the set of…

Optimization and Control · Mathematics 2018-08-15 Yuehaw Khoo , Lexing Ying

We present the fundamentals of a measure transport approach to sampling. The idea is to construct a deterministic coupling---i.e., a transport map---between a complex "target" probability measure of interest and a simpler reference measure.…

Computation · Statistics 2017-12-27 Youssef Marzouk , Tarek Moselhy , Matthew Parno , Alessio Spantini

We consider symmetric multi-marginal Kantorovich optimal transport problems on finite state spaces with uniform-marginal constraint. These problems consist of minimizing a linear objective function over a high-dimensional polytope, here…

Analysis of PDEs · Mathematics 2021-10-29 Daniela Vögler

Spatial coupling has recently emerged as a powerful paradigm to construct graphical models that work well under low-complexity message-passing algorithms. Although much progress has been made on the analysis of spatially coupled models…

Information Theory · Computer Science 2013-10-01 Rafah El-Khatib , Nicolas Macris , Ruediger Urbanke

The Monge-Kantorovich problem for the infinite Wasserstein distance presents several peculiarities. Among them the lack of convexity and then of a direct duality. We study in dimension 1 the dual problem introduced by Barron, Bocea and…

Optimization and Control · Mathematics 2017-08-08 Luigi De Pascale , Jean Louet

We solve the martingale optimal transport problem for cost functionals represented by optimal stopping problems. The measure-valued martingale approach developed in ArXiv: 1507.02651 allows us to obtain an equivalent infinite-dimensional…

Probability · Mathematics 2017-11-27 Erhan Bayraktar , Alexander Cox , Yavor Stoev

Optimal transportation of raw material from suppliers to customers is an issue arising in logistics that is addressed here with a continuous model relying on optimal transport theory. A physics informed neuralnetwork method is advocated…

Numerical Analysis · Mathematics 2025-08-19 Alexandre Caboussat , Anna Peruso

It is known from clever mathematical examples \cite{Ca10} that the Monge ansatz may fail in continuous two-marginal optimal transport (alias optimal coupling alias optimal assignment) problems. Here we show that this effect already occurs…

Analysis of PDEs · Mathematics 2018-08-14 Gero Friesecke

We study the Optimal Transport problem for laws of random measures in the Kantorovich-Wasserstein space $\mathcal{P}_2(\mathcal{P}_2(\mathrm{H}))$, associated with a Hilbert space $\mathrm{H}$ (with finite or infinite dimension) and for the…

Functional Analysis · Mathematics 2025-09-03 Alessandro Pinzi , Giuseppe Savaré

In this paper, we investigate Monge-Kantorovich problems for which the absolute continuity of marginals is relaxed. For $X,Y\subseteq\mathbb{R}^{n+1}$ let $(X,\mathcal{B}_X,\mu)$ and $(Y,\mathcal{B}_Y,\nu)$ be two Borel probability spaces,…

Optimization and Control · Mathematics 2024-04-23 Mohammad Ali Ahmadpoor , Abbas Moameni

The dual attainment of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:\XY…

Optimization and Control · Mathematics 2020-07-17 Mathias Beiglböck , Christian Léonard , Walter Schachermayer

In this work we study a constrained monotone inclusion involving the normal cone to a closed vector subspace and a priori information on primal solutions. We model this information by imposing that solutions belongs to the fixed point set…

Optimization and Control · Mathematics 2021-11-02 Luis Briceño-Arias , Julio Deride , Sergio López-Rivera , Francisco J. Silva

Lattice field theories are fundamental testbeds for computational physics; yet, sampling their Boltzmann distributions remains challenging due to multimodality and long-range correlations. While normalizing flows offer a promising…

Machine Learning · Computer Science 2025-10-16 Andrey Bryutkin , Youssef Marzouk

The calculation of transport profiles from experimental measurements belongs in the category of inverse problems which are known to come with issues of ill-conditioning or singularity. A reformulation of the calculation, the matricial…

Plasma Physics · Physics 2012-06-07 D. F. Escande , F. Sattin

By disintegration of transport plans it is introduced the notion of transport class. This allows to consider the Monge problem as a particular case of the Kantorovich transport problem, once a transport class is fixed. The transport problem…

Optimization and Control · Mathematics 2012-07-18 L. Granieri , F. Maddalena

Optimal mass transport, also known as the earth mover's problem, is an optimization problem with important applications in various disciplines, including economics, probability theory, fluid dynamics, cosmology and geophysics to cite a few.…

Numerical Analysis · Mathematics 2022-06-28 Said Kerrache , Yasushi Nakauchi