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In this series of lectures we introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x,y). Connections to geometry, inequalities, and…

Analysis of PDEs · Mathematics 2010-11-15 Nestor Guillen , Robert McCann

We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…

Optimization and Control · Mathematics 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

We study a multi-marginal optimal transportation problem with a cost function of the form $c(x_{1}, \ldots,x_{m})=\sum_{k=1}^{m-1}|x_{k}-x_{k+1}|^{2} + |x_{m}- F(x_{1})|^{2}$, where $F: \mathbb{R}^n \rightarrow \mathbb{R}^n$. When $m=4$,…

Optimization and Control · Mathematics 2020-01-13 Brendan Pass , Adolfo Vargas-Jiménez

This work establishes that an optimal transport~(OT) problem regularized by a given $f$-divergence admits the same solution as another OT problem regularized by a different $g$-divergence, under an appropriate transformation of the cost…

Statistics Theory · Mathematics 2026-04-24 Maxime Nicaise , Yaiza Bermudez , Samir M. Perlaza

In this paper, we study the regularity of optimal mappings in Monge's mass transfer problem. Using the approximation to Monge's cost function given by the Euclidean distance c(x,y)=dist(x,y) through the costs…

Analysis of PDEs · Mathematics 2013-05-02 Qi-Rui Li , Filippo Santambrogio , Xu-Jian Wang

The main result of this paper is the existence of an optimal transport map $T$ between two given measures $\mu$ and $\nu$, for a cost which considers the maximal oscillation of $T$ at scale $\delta$, given by…

Optimization and Control · Mathematics 2021-04-14 Didier Lesesvre , Paul Pegon , Filippo Santambrogio

We discuss methods of Optimal Transportation Theory and its relations to problems in quantum mechanics. This essentially means that the cost function is some Hamiltonian $H(q,p)$ on a phase space (symplectic manifold), and the marginal…

Mathematical Physics · Physics 2018-08-20 Kurt Pagani

The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…

Probability · Mathematics 2016-08-14 Mathias Beiglböck , Nicolas Juillet

We develop a general approach to prove global regularity estimates for quadratic optimal transport using the entropic regularisation of the problem and the Prekopa-Leindler inequality.

Functional Analysis · Mathematics 2025-12-04 Nathael Gozlan , Maxime Sylvestre

We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^{p}$ regularization, general transport costs and…

Optimization and Control · Mathematics 2023-06-22 Stephan Eckstein , Marcel Nutz

We establish the stability of solutions to the entropically regularized optimal transport problem with respect to the marginals and the cost function. The result is based on the geometric notion of cyclical invariance and inspired by the…

Optimization and Control · Mathematics 2022-07-07 Promit Ghosal , Marcel Nutz , Espen Bernton

We consider some repulsive multimarginal optimal transportation problems which include, as a particular case, the Coulomb cost. We prove a regularity property of the minimizers (optimal transportation plan) from which we deduce existence…

Optimization and Control · Mathematics 2016-09-01 Giuseppe Buttazzo , Thierry Champion , Luigi De Pascale

We investigate the convergence rate of multi-marginal optimal transport costs that are regularized with the Boltzmann-Shannon entropy, as the noise parameter $\varepsilon$ tends to $0$. We establish lower and upper bounds on the difference…

Optimization and Control · Mathematics 2025-04-30 Luca Nenna , Paul Pegon

We consider regularised quadratic optimal transport with subquadratic polynomial or entropic regularisation. In both cases, we prove interior Lipschitz-estimates on a transport-like map and interior gradient Lipschitz-estimates on the…

Analysis of PDEs · Mathematics 2026-02-06 Rishabh S. Gvalani , Lukas Koch

Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to…

Optimization and Control · Mathematics 2018-03-26 Montacer Essid , Justin Solomon

The quadratically regularized optimal transport problem has recently been considered in various applications where the coupling needs to be \emph{sparse}, i.e., the density of the coupling needs to be zero for a large subset of the product…

Analysis of PDEs · Mathematics 2024-08-01 Alejandro Garriz-Molina , Alberto González-Sanz , Gilles Mordant

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

An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…

Numerical Analysis · Mathematics 2015-09-15 Adam M. Oberman , Yuanlong Ruan

We consider optimal transportation of measures on metric and topological spaces in the case where the cost function and marginal distributions depend on a parameter with values in a metric space. The Hausdorff distance between the sets of…

Functional Analysis · Mathematics 2021-11-29 Vladimir Bogachev , Svetlana Popova

The stability of solutions to optimal transport problems under variation of the measures is fundamental from a mathematical viewpoint: it is closely related to the convergence of numerical approaches to solve optimal transport problems and…

Numerical Analysis · Mathematics 2022-07-25 Anatole Gallouët , Quentin Mérigot , Boris Thibert