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Related papers: Algorithms for constrained optimal transport

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We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…

Probability · Mathematics 2020-07-07 Soumik Pal , Ting-Kam Leonard Wong

The paper represents an algorithm for planning safe and optimal routes for transport facilities with unrestricted movement direction that travel within areas with obstacles. Paper explains the algorithm using a ship as an example of such a…

Neural and Evolutionary Computing · Computer Science 2019-05-15 Ivan Yanchin , Oleg Petrov

We study the Schr\"odinger-Bass problem, a one-parameter family of semimartingale optimal transport problems indexed by $\beta>0$, whose limiting regimes interpolate between the classical Schr\"odinger bridge, the Brenier-Strassen problem,…

Probability · Mathematics 2026-04-03 Manuel Hasenbichler , Gudmund Pammer , Stefan Thonhauser

We present a new perspective on the celebrated Sinkhorn algorithm by showing that is a special case of incremental/stochastic mirror descent. In order to see this, one should simply plug Kullback-Leibler divergence in both mirror map and…

Machine Learning · Computer Science 2019-09-17 Konstantin Mishchenko

While the optimal transport (OT) problem was originally formulated as a linear program, the addition of entropic regularization has proven beneficial both computationally and statistically, for many applications. The Sinkhorn fixed-point…

Machine Learning · Statistics 2023-04-06 James Thornton , Marco Cuturi

We develop a computationally tractable method for estimating the optimal map between two distributions over $\mathbb{R}^d$ with rigorous finite-sample guarantees. Leveraging an entropic version of Brenier's theorem, we show that our…

Statistics Theory · Mathematics 2024-05-14 Aram-Alexandre Pooladian , Jonathan Niles-Weed

We analyze two algorithms for approximating the general optimal transport (OT) distance between two discrete distributions of size $n$, up to accuracy $\varepsilon$. For the first algorithm, which is based on the celebrated Sinkhorn's…

Data Structures and Algorithms · Computer Science 2018-06-08 Pavel Dvurechensky , Alexander Gasnikov , Alexey Kroshnin

The optimal transport problem studies how to transport one measure to another in the most cost-effective way and has wide range of applications from economics to machine learning. In this paper, we introduce and study an information…

Information Theory · Computer Science 2020-08-25 Yikun Bai , Xiugang Wu , Ayfer Ozgur

We develop a new methodology for model-based clustering. Optimizing the log-likelihood provides a principled statistical framework for clustering, with solutions found via the EM algorithm. However, because the log-likelihood is nonconvex,…

Methodology · Statistics 2026-05-06 Gonzalo Mena

We propose Acc-Sinkhorn, a simple accelerated variant of Sinkhorn for entropy-regularized optimal transport (EOT). The method is derived from a bilevel optimization view: Sinkhorn row scaling solves the inner variable $u$ exactly and…

Optimization and Control · Mathematics 2026-05-29 Zeyi Xu , Long Chen

We present a novel neural-networks-based algorithm to compute optimal transport maps and plans for strong and weak transport costs. To justify the usage of neural networks, we prove that they are universal approximators of transport plans…

Machine Learning · Computer Science 2023-03-02 Alexander Korotin , Daniil Selikhanovych , Evgeny Burnaev

Electric vehicles (EVs) play a significant role in enhancing the sustainability of transportation systems. However, their widespread adoption is hindered by inadequate public charging infrastructure, particularly to support long-distance…

Quantum Physics · Physics 2025-03-12 Tina Radvand , Alireza Talebpour , Homa Khosravian

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

Optimization and Control · Mathematics 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

We employ scoring functions, used in statistics for eliciting risk functionals, as cost functions in the Monge-Kantorovich (MK) optimal transport problem. This gives raise to a rich variety of novel asymmetric MK divergences, which subsume…

Risk Management · Quantitative Finance 2024-04-11 Silvana M. Pesenti , Steven Vanduffel

The aim of this article is to show that the Monge-Kantorovich problem is the limit of a sequence of entropy minimization problems when a fluctuation parameter tends down to zero. We prove the convergence of the entropic values to the…

Optimization and Control · Mathematics 2013-08-02 Christian Léonard

Entropy-regularized optimal transport, which has strong links to the Schr\"odinger bridge problem in statistical mechanics, enjoys a variety of applications from trajectory inference to generative modeling. A major driver of renewed…

Machine Learning · Statistics 2026-01-27 Anand Srinivasan , Jean-Jacques Slotine

We consider the problem of capacitated kinetic clustering in which $n$ mobile terminals and $k$ base stations with respective operating capacities are given. The task is to assign the mobile terminals to the base stations such that the…

Networking and Internet Architecture · Computer Science 2016-02-29 Chien-Chun Ni , Zhengyu Su , Jie Gao , Xianfeng David Gu

Electrified transportation and power systems are mutually coupled networks. In this paper, a novel framework is developed for interdependent power and transportation networks. Our approach constitutes solving an iterative least cost vehicle…

Systems and Control · Computer Science 2017-01-16 M. Hadi Amini , Orkun Karabasoglu

Optimal transport (OT) finds a least cost transport plan between two probability distributions using a cost matrix defined on pairs of points. Unlike standard OT, which infers unstructured pointwise mappings, low-rank optimal transport…

Machine Learning · Computer Science 2026-03-05 Henri Schmidt , Peter Halmos , Ben Raphael

We consider a network equilibrium model (i.e. a combined model), which was proposed as an alternative to the classic four-step approach for travel forecasting in transportation networks. This model can be formulated as a convex minimization…