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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

We consider maps $T$ solving the optimal transport problem with a cost $c(x-y)$ modeled on the $p$-cost. For H\"older continuous marginals, we prove a $C^{1,\alpha}$-partial regularity result for $T $in the set $\{|T(x)-x|>0\}$.

Analysis of PDEs · Mathematics 2024-07-15 Michael Goldman , Lukas Koch

In this paper, in the setting of Hilbert spaces, we consider a Tikhonov regularized second-order plus first-order primal-dual dynamical system with asymptotically vanishing damping for a linear equality constrained convex optimization…

Optimization and Control · Mathematics 2024-04-23 Ting Ting Zhu , Rong Hu , Ya Ping Fang

The problem of minimization of the least squares functional with a smooth, lower semi-continuous, convex regularizer $J(\cdot)$ is considered to be solved. Over some compact and convex subset $\Omega$ of the Hilbert space $\mathcal{H},$ the…

Numerical Analysis · Mathematics 2015-09-04 Erdem Altuntac

In this work we analyze regularized optimal transport problems in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, the aim is to find a transport plan, which is another Radon measure on the product of the…

Optimization and Control · Mathematics 2022-04-14 Dirk Lorenz , Hinrich Mahler

In this paper, we present a new formulation of unbalanced optimal transport called Dual Regularized Optimal Transport (DROT). We argue that regularizing the dual formulation of optimal transport results in a version of unbalanced optimal…

Computational Geometry · Computer Science 2020-12-08 Rishi Sonthalia , Anna C. Gilbert

We study the optimal transport problem in the Euclidean space where the cost function is given by the value function associated with a Linear Quadratic minimization problem. Under appropriate assumptions, we generalize Brenier's Theorem…

Optimization and Control · Mathematics 2011-05-23 Ahed Hindawi , Ludovic Rifford , Jean-Baptiste Pomet

We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and…

Optimization and Control · Mathematics 2023-01-02 Toshio Mikami , Haruka Yamamoto

The goal of the paper is to give an optimal transport formulation of the full Einstein equations of general relativity, linking the (Ricci) curvature of a space-time with the cosmological constant and the energy-momentum tensor. Such an…

Mathematical Physics · Physics 2023-09-27 Andrea Mondino , Stefan Suhr

We study dynamical optimal transport metrics between density matrices associated to symmetric Dirichlet forms on finite-dimensional $C^*$-algebras. Our setting covers arbitrary skew-derivations and it provides a unified framework that…

Operator Algebras · Mathematics 2020-10-30 Eric A. Carlen , Jan Maas

This paper presents a convex optimization framework for eco-driving and vehicle energy management problems. We will first show that several types of eco-driving and vehicle energy management problems can be modelled using the same notions…

Optimization and Control · Mathematics 2024-05-02 Y. J. J. Heuts , M. C. F. Donkers

We introduce the Sinkhorn treatment effect, an entropic optimal transport measure of divergence between counterfactual distributions. Unlike classical quantities such as the average treatment effect, this measure captures differences across…

Machine Learning · Statistics 2026-05-12 Medha Agarwal , Alex Luedtke

We provide a unifying interpretation of various optimal transport problems as a minimisation of a linear functional over the set of all Choquet representations of a given pair of probability measures ordered with respect to a certain convex…

Functional Analysis · Mathematics 2023-03-06 Krzysztof J. Ciosmak

The paper considers existence results of solution for a linear coupled system of Boltzmann transport equations and related inverse problem. The system models the evolution of three species of particles, photons, electrons and positrons.…

Analysis of PDEs · Mathematics 2019-12-02 Jouko Tervo

This paper introduces a novel double regularization scheme for bilevel optimization problems whose lower-level problem is composite and convex, but not necessarily strongly convex, in the lower-level variable. The analysis focuses on the…

Optimization and Control · Mathematics 2026-02-06 Mattia Solla , Johannes O. Royset

We introduce a new convexified matching method for missing value imputation and individualized inference inspired by computational optimal transport. Our method integrates favorable features from mainstream imputation approaches: optimal…

Econometrics · Economics 2024-07-09 YoonHaeng Hur , Tengyuan Liang

Quadratic regularization has emerged as a potential alternative to the popular entropic regularization in computational optimal transport, offering the theoretical advantage of producing sparse couplings through its hinge density structure.…

Optimization and Control · Mathematics 2026-05-27 Long Nguyen-Chi , Nam Nguyen , Binh Nguyen

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…

Optimization and Control · Mathematics 2019-07-15 Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Peyman Mohajerin Esfahani

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

The minimization of a nonconvex composite function can model a variety of imaging tasks. A popular class of algorithms for solving such problems are majorization-minimization techniques which iteratively approximate the composite nonconvex…

Optimization and Control · Mathematics 2018-09-05 Jonas Geiping , Michael Moeller
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