Related papers: On the stability of solutions to random optimizati…
We study the unit-demand capacitated vehicle routing problem in the random setting of the Euclidean plane. The objective is to visit $n$ random terminals in a square using a set of tours of minimum total length, such that each tour visits…
In this invited contribution, we revisit the stochastic shortest path problem, and show how recent results allow one to improve over the classical solutions: we present algorithms to synthesize strategies with multiple guarantees on the…
The matching problem is a notorious combinatorial optimization problem that has attracted for many years the attention of the statistical physics community. Here we analyze the Euclidean version of the problem, i.e. the optimal matching…
This article introduces a new class of fast algorithms to approximate variational problems involving unbalanced optimal transport. While classical optimal transport considers only normalized probability distributions, it is important for…
We derive tight bounds on the expected weights of several combinatorial optimization problems for random point sets of size $n$ distributed among the leaves of a balanced hierarchically separated tree. We consider {\it monochromatic} and…
Dynamical formulations of optimal transport (OT) frame the task of comparing distributions as a variational problem which searches for a path between distributions minimizing a kinetic energy functional. In applications, it is frequently…
We consider a discrete-time process adapted to some filtration which lives on a (typically countable) subset of $\mathbb{R}^d$, $d\geq 2$. For this process, we assume that it has uniformly bounded jumps, is uniformly elliptic (can advance…
Under mild regularity assumptions, the transport problem is stable in the following sense: if a sequence of optimal transport plans $\pi_1, \pi_2, \ldots$ converges weakly to a transport plan $\pi$, then $\pi$ is also optimal (between its…
We address the task of estimating multiple trajectories from unlabeled data. This problem arises in many settings, one could think of the construction of maps of transport networks from passive observation of travellers, or the…
We study a random walk in random environment on the non-negative integers. The random environment is not homogeneous in law, but is a mixture of two kinds of site, one in asymptotically vanishing proportion. The two kinds of site are (i)…
We prove that the Sherrington-Kirkpatrick model of spin glasses is chaotic under small perturbations of the couplings at any temperature in the absence of an external field. The result is proved for two kinds of perturbations: (a)…
We study optimization problems whereby the optimization variable is a probability measure. Since the probability space is not a vector space, many classical and powerful methods for optimization (e.g., gradients) are of little help. Thus,…
We consider robust shortest path problems, where the aim is to find a path that optimizes the worst-case performance over an uncertainty set containing all relevant scenarios for arc costs. The usual approach for such problems is to assume…
We consider the following surveillance problem: Given a set $P$ of $n$ sites in a metric space and a set of $k$ robots with the same maximum speed, compute a patrol schedule of minimum latency for the robots. Here a patrol schedule…
A simple model of a frustrated disordered system is presented. Apart from the (very different) physical interpretation, the model shares many features with that of Sherrington-Kirkpatrick for spin glasses, but, as a consequence of its…
A set of segments in the plane may form a Euclidean TSP tour or a matching, among others. Optimal TSP tours as well as minimum weight perfect matchings have no crossing segments, but several heuristics and approximation algorithms may…
The Sherrington--Kirkpatrick model of spin glasses, the Hopfield model of neural networks and the Ising spin glass are all models of binary data belonging to the one-parameter exponential family with quadratic sufficient statistic. Under…
In this paper, we study the optimal transport problem induced by separable cost functions. In this framework, transportation can be expressed as the composition of two lower-dimensional movements. Through this reformulation, we prove that…
In graph analysis, a classic task consists in computing similarity measures between (groups of) nodes. In latent space random graphs, nodes are associated to unknown latent variables. One may then seek to compute distances directly in the…
In certain mean field models for spin glasses there occurs a one step replica symmetry breaking pattern. As an example of general $1/N$-corrections in such systems, the fluctuations in the internal energy are calculated. For this specific…