Related papers: Duality-based Dynamical Optimal Transport of Discr…
The discretization of optimal transport problems often leads to large linear programs with sparse solutions. We derive error estimates for the approximation of the problem using convex combinations of Dirac measures and devise an active-set…
Optimal transport is a fundamental topic that has attracted a great amount of attention from the optimization community in the past decades. In this paper, we consider an interesting discrete dynamic optimal transport problem: can we…
We study the problem of minimizing a sum of local objective convex functions over a network of processors/agents. This problem naturally calls for distributed optimization algorithms, in which the agents cooperatively solve the problem…
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,…
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 of on-demand transportation systems and ride-sharing services involves solving a class of complex vehicle routing problems with pickup and delivery with time windows (VRPPDTW). This paper first proposes a new time-discretized…
This paper studies the problem of steering the distribution of a discrete-time dynamical system from an initial distribution to a target distribution in finite time. The formulation is fully nonlinear, allowing the use of general control…
This paper investigates privacy issues in distributed resource allocation over directed networks, where each agent holds a private cost function and optimizes its decision subject to a global coupling constraint through local interaction…
This paper develops a computational framework for Multi-Period Martingale Optimal Transport (MMOT), addressing convergence rates, algorithmic efficiency, and financial calibration. Our contributions include: (1) Theoretical analysis: We…
This paper proposes a novel class of distributed continuous-time coordination algorithms to solve network optimization problems whose cost function is a sum of local cost functions associated to the individual agents. We establish the…
In this paper we will consider distributed Linear-Quadratic Optimal Control Problems dealing with Advection-Diffusion PDEs for high values of the P\'eclet number. In this situation, computational instabilities occur, both for steady and…
A new decomposition optimization algorithm, called \textit{path-following gradient-based decomposition}, is proposed to solve separable convex optimization problems. Unlike path-following Newton methods considered in the literature, this…
In this paper we wish to tackle stochastic programs affected by ambiguity about the probability law that governs their uncertain parameters. Using optimal transport theory, we construct an ambiguity set that exploits the knowledge about the…
In this research paper, we examine an optimal control problem involving a dynamical system governed by a nonlinear Caputo fractional time-delay state equation. The primary objective of this study is to obtain the necessary conditions for…
We prove a strong duality result for a linear programming problem which has the interpretation of being a discretised optimal Skorokhod embedding problem, and we recover this continuous time problem as a limit of the discrete problems. With…
We present a parallelized primal-dual algorithm for solving constrained convex optimization problems. The algorithm is "block-based," in that vectors of primal and dual variables are partitioned into blocks, each of which is updated only by…
We introduce a new algorithm to solve constrained nonlinear optimal control problem, with an emphasis on low-thrust trajectory in highly nonlinear dynamics. The algorithm, dubbed Pontryagin-Bellman Differential Dynamic Programming (PDDP),…
In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…
We present a primal--dual memory efficient algorithm for solving a relaxed version of the general transportation problem. Our approach approximates the original cost function with a differentiable one that is solved as a sequence of…
We present a primal-dual dynamical formulation of the multi-marginal optimal transport problem for (semi-)convex cost functions. Even in the two-marginal setting, this formulation applies to cost functions not covered by the classical…