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Optimal transport (OT) is attracting increasing attention in machine learning. It aims to transport a source distribution to a target one at minimal cost. In its vanilla form, the source and target distributions are predetermined, which…

Machine Learning · Computer Science 2024-01-23 Liangliang Shi , Zhaoqi Shen , Junchi Yan

We study the Unbalanced Optimal Transport (UOT) between two measures of possibly different masses with at most $n$ components, where the marginal constraints of standard Optimal Transport (OT) are relaxed via Kullback-Leibler divergence…

Optimization and Control · Mathematics 2024-01-09 Quang Minh Nguyen , Hoang H. Nguyen , Yi Zhou , Lam M. Nguyen

Optimal transport is an important tool in machine learning, allowing to capture geometric properties of the data through a linear program on transport polytopes. We present a single-loop optimization algorithm for minimizing general convex…

Machine Learning · Computer Science 2023-06-21 Marin Ballu , Quentin Berthet

We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…

Numerical Analysis · Mathematics 2017-08-29 Michael Lindsey , Yanir A. Rubinstein

In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…

Optimization and Control · Mathematics 2021-12-08 Quoc Tran-Dinh , Yang Luo

We present an iterative method to efficiently solve the optimal transportation problem for a class of strictly convex costs which includes quadratic and p-power costs. Given two probability measures supported on a discrete grid with n…

Optimization and Control · Mathematics 2020-05-06 Matt Jacobs , Flavien Léger

Optimal transport methods have recently established state of the art accuracy and efficiency for holographic laser beam shaping. However, use of such methods is hindered by severe $\mathcal{O}(N^2)$ memory and $\mathcal{O}(N^2)$ time…

Optics · Physics 2026-02-23 Andrii Torchylo , Hunter Swan , Lucas Tellez , Jason M. Hogan

The theory of weak optimal transport (WOT), introduced by [Gozlan et al., 2017], generalizes the classic Monge-Kantorovich framework by allowing the transport cost between one point and the points it is matched with to be nonlinear. In the…

Machine Learning · Statistics 2022-05-24 François-Pierre Paty , Philippe Choné , Francis Kramarz

Optimal transport distances have become a classic tool to compare probability distributions and have found many applications in machine learning. Yet, despite recent algorithmic developments, their complexity prevents their direct use on…

Machine Learning · Statistics 2021-01-07 Kilian Fatras , Younes Zine , Szymon Majewski , Rémi Flamary , Rémi Gribonval , Nicolas Courty

In this paper, we address the numerical solution to the multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including…

Optimization and Control · Mathematics 2023-07-21 Bohan Zhou , Matthew Parno

The goal of optimal transport (OT) is to find optimal assignments or matchings between data sets which minimize the total cost for a given cost function. However, sometimes the cost function is unknown but we have access to (parts of) the…

Optimization and Control · Mathematics 2026-05-28 Alberto González-Sanz , Michel Groppe , Axel Munk

This paper addresses the problem of coordination of a fleet of mobile robots - the problem of finding an optimal set of collision-free trajectories for individual robots in the fleet. Many approaches have been introduced during the last…

Robotics · Computer Science 2019-01-23 Jakub Hvězda , Miroslav Kulich , Libor Přeučil

An optimal transport (OT) problem seeks to find the cheapest mapping between two distributions with equal total density, given the cost of transporting density from one place to another. Unbalanced OT allows for different total density in…

Optimization and Control · Mathematics 2025-07-28 Jacob J. M. Francis , Colin J. Cotter , Marion P. Mittermaier

Regularizing the optimal transport (OT) problem has proven crucial for OT theory to impact the field of machine learning. For instance, it is known that regularizing OT problems with entropy leads to faster computations and better…

Machine Learning · Statistics 2020-08-04 François-Pierre Paty , Marco Cuturi

In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the induced primal-dual regularization, the authors propose to…

Optimization and Control · Mathematics 2023-07-12 Stefano Cipolla , Jacek Gondzio , Filippo Zanetti

Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem…

Data Structures and Algorithms · Computer Science 2019-06-04 Arun Jambulapati , Aaron Sidford , Kevin Tian

Repeatedly solving the parameterized optimal mass transport (pOMT) problem is a frequent task in applications such as image registration and adaptive grid generation. It is thus critical to develop a highly efficient reduced solver that is…

Numerical Analysis · Mathematics 2021-12-06 Shijin Hou , Yanlai Chen , Yinhua Xia

Optimal Transport (OT) is a fundamental tool for comparing probability distributions, but its exact computation remains prohibitive for large datasets. In this work, we introduce novel families of upper and lower bounds for the OT problem…

Machine Learning · Computer Science 2022-10-26 David Alvarez-Melis , Nicolò Fusi , Lester Mackey , Tal Wagner

The time-fractional optimal transport (OT) and mean-field planning (MFP) models are developed to describe the anomalous transport of the agents in a heterogeneous environment such that their densities are transported from the initial…

Optimization and Control · Mathematics 2023-09-06 Yiqun Li , Hong Wang , Wuchen Li

In this work we present a numerical method for the Optimal Mass Transportation problem. Optimal Mass Transportation (OT) is an active research field in mathematics.It has recently led to significant theoretical results as well as…

Numerical Analysis · Mathematics 2013-08-06 Jean-David Benamou , Brittany D. Froese , Adam M. Oberman