Related papers: A relaxation viewpoint to Unbalanced Optimal Trans…
This paper studies constrained optimal impulse control problems of a deterministic system described by a (semi)flow, where the performance measures are the discounted total costs including both the costs incurred with applying impulses as…
We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…
The problem of optimal mass transport arises in numerous applications including image registration, mesh generation, reflector design, and astrophysics. One approach to solving this problem is via the Monge-Amp\`ere equation. While recent…
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 from the volume measure to a convex combination of Dirac measures yields a tessellation of a Riemannian manifold into pieces of arbitrary relative size. This tessellation is studied for the cost functions…
We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take values from a given finite set $\mathcal{M}\subset\mathbb{R}^m$. Such hybrid…
These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures…
Motivated by optimal re-balancing of a portfolio, we formalize an optimal transport problem in which the transported mass is scaled by a mass-change factor depending on the source and destination. This allows direct modeling of the creation…
In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…
In this note, we derive upper-bounds on the statistical estimation rates of unbalanced optimal transport (UOT) maps for the quadratic cost. Our work relies on the stability of the semi-dual formulation of optimal transport (OT) extended to…
We prove existence of an optimal transport map in the Monge-Kantorovich problem associated to a cost $c(x,y)$ which is not finite everywhere, but coincides with $|x-y|^2$ if the displacement $y-x$ belongs to a given convex set $C$ and it is…
In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…
We present a novel complex number formulation along with tight convex relaxations for the aircraft conflict resolution problem. Our approach combines both speed and heading control and provides global optimality guarantees despite…
This paper connects discrete optimal transport to a certain class of multi-objective optimization problems. In both settings, the decision variables can be organized into a matrix. In the multi-objective problem, the notion of Pareto…
We show that a class of Poincar\'e-Wirtinger inequalities on bounded convex sets can be obtained by means of the dynamical formulation of Optimal Transport. This is a consequence of a more general result valid for convex sets, possibly…
In this note we explore duality in reverse convex optimization with reverse convex inequality constraints. While we are examining the special case of a finite index set of the inequality constraints, we are primarily interested in the…
Nonconvex optimal-control problems governed by evolution problems in infinite-dimensional spaces (as e.g. parabolic boundary-value problems) needs a continuous (and possibly also smooth) extension on some (preferably convex)…
We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on…
We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…
We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem…