Related papers: PDOT: a Practical Primal-Dual Algorithm and a GPU-…
Entropic optimal transport (EOT) in continuous spaces with quadratic cost is a classical tool for solving the domain translation problem. In practice, recent approaches optimize a weak dual EOT objective depending on a single potential, but…
Optimal transport aims to estimate a transportation plan that minimizes a displacement cost. This is realized by optimizing the scalar product between the sought plan and the given cost, over the space of doubly stochastic matrices. When…
Applications such as unbalanced and fully shuffled regression can be approached by optimizing regularized optimal transport (OT) distances, such as the entropic OT and Sinkhorn distances. A common approach for this optimization is to use a…
We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…
The PDPTW is an optimization vehicles routing problem which must meet requests for transport between suppliers and customers satisfying precedence, capacity and time constraints. We present, in this paper, a genetic algorithm for…
We consider the problem of smart and flexible loads providing contingency reserves to the electric grid and provide a Distributed Gradient Projection (DGP) algorithm to minimize loads' disutility while providing contingency services. Each…
Pre-training neural operators on diverse partial differential equation (PDE) datasets has emerged as a promising direction for building general-purpose surrogate models in scientific machine learning. However, the inherent complexity and…
Datalog is a declarative logic-programming language used for complex analytic reasoning workloads such as program analysis and graph analytics. Datalog's popularity is due to its unique price-point, marrying logic-defined specification with…
Multimarginal Optimal Transport (MOT) has attracted significant interest due to applications in machine learning, statistics, and the sciences. However, in most applications, the success of MOT is severely limited by a lack of efficient…
Optimal Transport (OT) theory investigates the cost-minimizing transport map that moves a source distribution to a target distribution. Recently, several approaches have emerged for learning the optimal transport map for a given cost…
We present a new parallel algorithm for probabilistic graphical model optimization. The algorithm relies on data-parallel primitives (DPPs), which provide portable performance over hardware architecture. We evaluate results on CPUs and GPUs…
In this paper, we propose the primal-dual method of multipliers (PDMM) for distributed optimization over a graph. In particular, we optimize a sum of convex functions defined over a graph, where every edge in the graph carries a linear…
Solving large-scale linear programming (LP) problems is an important task in various areas such as communication networks, power systems, finance and logistics. Recently, two distinct approaches have emerged to expedite LP solving: (i)…
Branched Optimal Transport (BOT) is a generalization of optimal transport in which transportation costs along an edge are subadditive. This subadditivity models an increase in transport efficiency when shipping mass along the same route,…
The increasing use of microfluidics in industrial, biomedical, and clinical applications requires a more and more precise control of the microfluidic flows and suspended particles or cells. This leads to higher demands in three-dimensional…
The theory of Optimal Transport (OT) and Martingale Optimal Transport (MOT) were inspired by problems in economics and finance and have flourished over the past decades, making significant advances in theory and practice. MOT considers the…
Global pooling is one of the most significant operations in many machine learning models and tasks, whose implementation, however, is often empirical in practice. In this study, we develop a novel and solid global pooling framework through…
The nonlinear filtering problem is concerned with finding the conditional probability distribution (posterior) of the state of a stochastic dynamical system, given a history of partial and noisy observations. This paper presents a…
We consider the numerical solution of the discrete multi-marginal optimal transport (MOT) by means of the Sinkhorn algorithm. In general, the Sinkhorn algorithm suffers from the curse of dimensionality with respect to the number of…
We address the convergence problem in learning the Optimal Transport (OT) map, where the OT Map refers to a map from one distribution to another while minimizing the transport cost. Semi-dual Neural OT, a widely used approach for learning…