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In this paper, we address the problem of estimating transport surplus (a.k.a. matching affinity) in high dimensional optimal transport problems. Classical optimal transport theory specifies the matching affinity and determines the optimal…

Methodology · Statistics 2017-01-02 Arnaud Dupuy , Alfred Galichon , Yifei Sun

We investigate the problem of optimal transport in the so-called Beckmann form, i.e. given two Radon measures on a compact set, we seek an optimal flow field which is a vector valued Radon measure on the same set that describes a flow…

Optimization and Control · Mathematics 2022-01-19 Dirk Lorenz , Hinrich Mahler , Christian Meyer

Entropic regularization is quickly emerging as a new standard in optimal transport (OT). It enables to cast the OT computation as a differentiable and unconstrained convex optimization problem, which can be efficiently solved using the…

Machine Learning · Statistics 2018-02-21 Mathieu Blondel , Vivien Seguy , Antoine Rolet

We present a block gradient ascent method for solving the quantum optimal transport problem with entropic regularisation similar to the algorithm proposed in [D. Feliciangeli, A. Gerolin, L. Portinale: J. Funct. Anal. 285 (2023), no. 4,…

Mathematical Physics · Physics 2025-03-25 Marvin Randig , Max von Renesse

This paper investigates the optimal transport problem within the framework of Linear Quadratic optimal control systems. We establish the well-posedness of the Monge problem and analyze the regularity of the resulting optimal transport map,…

Optimization and Control · Mathematics 2026-05-25 Luca Rizzi , Alec Jacopo Almo Schiavoni Piazza

We consider the conjecture proposed in Matsumoto, Zhang and Schiebinger (2022) suggesting that optimal transport with quadratic regularisation can be used to construct a graph whose discrete Laplace operator converges to the…

Analysis of PDEs · Mathematics 2022-12-02 Gilles Mordant , Stephen Zhang

Many research has been conducted about quadratic programming and inverse optimization. In this paper we present the combination aspect of these subjects, applying on transportation problem. First, we obtain the inverse form of quadratic…

Optimization and Control · Mathematics 2014-09-25 Afrooz Jalilzadeh , Erfan Yazdandoost Hamedani

We investigate the continuous optimal transport problem in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, we seek an optimal transport plan which is another Radon measure on the product of the sets that…

Optimization and Control · Mathematics 2019-09-16 Dirk A. Lorenz , Hinrich Mahler

We present a simple proof of the entropy-power inequality using an optimal transportation argument which takes the form of a simple change of variables. The same argument yields a reverse inequality involving a conditional differential…

Information Theory · Computer Science 2017-03-07 Olivier Rioul

We consider entropically regularized, semi-discrete versions of variational problems on the set of probability measures involving optimal transport as well as other terms. We prove that the solutions can be characterized by well-posed…

Optimization and Control · Mathematics 2026-04-07 Adrien Cances , Luca Nenna , Daniyar Omarov , Brendan Pass

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 the field of optimal transport, two prominent subfields face each other: (i) unregularized optimal transport, "\`a-la-Kantorovich", which leads to extremely sparse plans but with algorithms that scale poorly, and (ii)…

Machine Learning · Computer Science 2024-02-19 Ehsan Amid , Frank Nielsen , Richard Nock , Manfred K. Warmuth

In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…

Optimization and Control · Mathematics 2017-09-27 Pavel Dvurechensky , Alexander Gasnikov , Sergey Omelchenko , Alexander Tiurin

This note outlines a mean-field approach to dynamic optimal transport problems based on the recently proposed McKean-Pontryagin maximum principle. Key aspects of the proposed methodology include i) avoidance of sampling over stochastic…

Optimization and Control · Mathematics 2026-04-01 Sebastian Reich

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…

Optimization and Control · Mathematics 2017-05-23 Lenaic Chizat , Gabriel Peyré , Bernhard Schmitzer , François-Xavier Vialard

Capacity constrained optimal transport is a variant of optimal transport, which adds extra constraints on the set of feasible couplings in the original optimal transport problem to limit the mass transported between each pair of source and…

Optimization and Control · Mathematics 2025-02-13 Tianhao Wu , Qihao Cheng , Zihao Wang , Chaorui Zhang , Bo Bai , Zhongyi Huang , Hao Wu

We introduce a new regularization technique, using what we refer to as the Steklov regularization function, and apply this technique to devise an algorithm that computes a global minimizer of univariate coercive functions. First, we show…

Optimization and Control · Mathematics 2018-09-13 Orhan Arıkan , Regina S. Burachik , C. Yalçın Kaya

The goal of this paper is to settle the study of non-commutative optimal transport problems with convex regularization, in their static and finite-dimensional formulations. We consider both the balanced and unbalanced problem and show in…

Mathematical Physics · Physics 2025-06-27 Emanuele Caputo , Augusto Gerolin , Nataliia Monina , Lorenzo Portinale

We study the statistical properties of the entropic optimal (self) transport problem for smooth probability measures. We provide an accurate description of the limit distribution for entropic (self-)potentials and plans as the…

Statistics Theory · Mathematics 2026-04-30 Gilles Mordant

As the title suggests, this is the third paper in a series addressing bilevel optimization problems that are governed by the Kantorovich problem of optimal transport. These tasks can be reformulated as mathematical problems with…

Optimization and Control · Mathematics 2025-09-03 Sebastian Hillbrecht