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We introduce a convergent finite difference method for solving the optimal transportation problem on the sphere. The method applies to both the traditional squared geodesic cost (arising in mesh generation) and a logarithmic cost (arising…

Numerical Analysis · Mathematics 2021-05-11 Brittany Froese Hamfeldt , Axel G. R. Turnquist

We give a probabilistic analysis of the unit-demand Euclidean capacitated vehicle routing problem in the random setting, where the input distribution consists of $n$ unit-demand customers modeled as independent, identically distributed…

Data Structures and Algorithms · Computer Science 2021-12-14 Claire Mathieu , Hang Zhou

Dealing with quadratic payments, marginal probability is usually considered ideally constant, maybe for the sake of initial simplicity. Considering the voting scenario depicted in "Quadratic Payments: A Primer" by Vitalik Buterin, firstly…

Computer Science and Game Theory · Computer Science 2021-04-27 Andrea Barontini

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

This paper studies a variant of ramified/branched optimal transportation problems. Given the distributions of production capacities and market sizes, a firm looks for an allocation of productions over factories, a distribution of sales…

Optimization and Control · Mathematics 2021-09-01 Qinglan Xia , Shaofeng Xu

Optimal transportation with capacity constraints, a variant of the well-known optimal transportation problem, is concerned with transporting one probability density $f \in L^1(\mathbb{R}^m)$ onto another one $g \in L^1(\mathbb{R}^n)$ so as…

Optimization and Control · Mathematics 2014-03-05 Jonathan Korman , Robert J. McCann , Christian Seis

Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples. In this paper, we derive an unconstrained convex optimization formulation of the inverse OT problem,…

Machine Learning · Computer Science 2021-07-06 Shaojun Ma , Haodong Sun , Xiaojing Ye , Hongyuan Zha , Haomin Zhou

We consider symmetric multi-marginal Kantorovich optimal transport problems on finite state spaces with uniform-marginal constraint. These problems consist of minimizing a linear objective function over a high-dimensional polytope, here…

Analysis of PDEs · Mathematics 2021-10-29 Daniela Vögler

We give a necessary and sufficient condition on the cost function so that the map solution of Monge's optimal transportation problem is continuous for arbitrary smooth positive data. This condition was first introduced by Ma, Trudinger and…

Analysis of PDEs · Mathematics 2013-01-29 G. Loeper

Discrete optimal transportation problems arise in various contexts in engineering, the sciences and the social sciences. Often the underlying cost criterion is unknown, or only partly known, and the observed optimal solutions are corrupted…

Optimization and Control · Mathematics 2019-05-13 Andrew M. Stuart , Marie-Therese Wolfram

We show that the quadratic transportation cost inequality $T_2$ is equivalent to both a Poincar\'e inequality and a strong form of the Gaussian concentration property. The main ingredient in the proof is a new family of inequalities, called…

Probability · Mathematics 2007-05-23 Patrick Cattiaux , Arnaud Guillin

We develop a mathematical theory of entropic regularisation of unbalanced optimal transport problems. Focusing on static formulation and relying on the formalism developed for the unregularised case, we show that unbalanced optimal…

Optimization and Control · Mathematics 2023-05-05 Maciej Buze , Manh Hong Duong

The purpose of this paper is to show that in a finite dimensional metric space with Alexandrov's curvature bounded below, Monge's transport problem for the quadratic cost admits a unique solution.

Differential Geometry · Mathematics 2007-05-23 Jerome Bertrand

We suggest a new way of defining optimal transport of positive-semidefinite matrix-valued measures. It is inspired by a recent rendering of the incompressible Euler equations and related conservative systems as concave maximization…

Optimization and Control · Mathematics 2019-07-16 Yann Brenier , Dmitry Vorotnikov

In this paper, we investigate Monge-Kantorovich problems for which the absolute continuity of marginals is relaxed. For $X,Y\subseteq\mathbb{R}^{n+1}$ let $(X,\mathcal{B}_X,\mu)$ and $(Y,\mathcal{B}_Y,\nu)$ be two Borel probability spaces,…

Optimization and Control · Mathematics 2024-04-23 Mohammad Ali Ahmadpoor , Abbas Moameni

We investigate the optimal mass transport problem associated to the following "ballistic" cost functional on phase space $M\times M^*$, $$ b_T(v, x):=\inf\{\langle v, \gamma (0)\rangle +\int_0^TL(\gamma (t), {\dot \gamma}(t))\, dt, \gamma…

Analysis of PDEs · Mathematics 2017-06-13 Nassif Ghoussoub

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

The quadratically regularized optimal transport problem is empirically known to have sparse solutions: its optimal coupling $\pi_{\varepsilon}$ has sparse support for small regularization parameter $\varepsilon$, in contrast to entropic…

Optimization and Control · Mathematics 2026-02-25 Alberto González-Sanz , Marcel Nutz

The geometric transportation problem takes as input a set of points $P$ in $d$-dimensional Euclidean space and a supply function $\mu : P \to \mathbb{R}$. The goal is to find a transportation map, a non-negative assignment $\tau : P \times…

Computational Geometry · Computer Science 2022-05-03 Kyle Fox , Jiashuai Lu

This paper shows that the semi-dual formulation of the optimal transport problem has a degenerate saddle-point structure, and that its numerical solution is equivalent to solving a constrained optimization problem. We derive necessary and…

Optimization and Control · Mathematics 2026-05-20 Anton Selitskiy , David Millard
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