Related papers: Dual-Bounded Nonlinear Optimal Transport for Size …
We address a large-scale and nonconvex optimization problem, involving an aggregative term. This term can be interpreted as the sum of the contributions of N agents to some common good, with N large. We investigate a relaxation of this…
Let $G$ be an $n$-node simple directed planar graph with nonnegative edge weights. We study the fundamental problems of computing (1) a global cut of $G$ with minimum weight and (2) a~cycle of $G$ with minimum weight. The best previously…
Optimal transport has recently been brought forward as a tool for modeling and efficiently solving a variety of flow problems, such as origin-destination problems and multi-commodity flow problems. Although the framework has shown to be…
Structural and topological information play a key role in modeling flow and transport through fractured rock in the subsurface. Discrete fracture network (DFN) computational suites such as dfnWorks are designed to simulate flow and…
In many real-world contexts, such as social or transport networks, data exhibit both structural connectivity and node-level attributes. For example, roads in a transport network can be characterized not only by their connectivity but also…
We consider a class of structured fractional minimization problems, in which the numerator part of the objective is the sum of a differentiable convex function and a convex non-smooth function, while the denominator part is a convex or…
We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions $\pi_0,\pi_1$ on $\mathbb{R}^d$, of minimizing a transport cost $\mathbb{E}[c(X_1-X_0)]$ in the set of couplings $(X_0,X_1)$ whose…
In this work, we develop a new framework for dynamic network flow problems based on optimal transport theory. We show that the dynamic multi-commodity minimum-cost network flow problem can be formulated as a multi-marginal optimal transport…
We develop a fast and reliable method for solving large-scale optimal transport (OT) problems at an unprecedented combination of speed and accuracy. Built on the celebrated Douglas-Rachford splitting technique, our method tackles the…
This paper proposes an efficient numerical optimization approach for solving dynamic optimal transport (DOT) problems on general smooth surfaces, computing both the quadratic Wasserstein distance and the associated transportation path.…
We introduce a stochastic version of the cutting-plane method for a large class of data-driven Mixed-Integer Nonlinear Optimization (MINLO) problems. We show that under very weak assumptions the stochastic algorithm is able to converge to…
We significantly improve known time bounds for solving the minimum cut problem on undirected graphs. We use a ``semi-duality'' between minimum cuts and maximum spanning tree packings combined with our previously developed random sampling…
The Frank-Wolfe (FW) method is a popular algorithm for solving large-scale convex optimization problems appearing in structured statistical learning. However, the traditional Frank-Wolfe method can only be applied when the feasible region…
We propose a novel global solution algorithm for the network-constrained unit commitment problem incorporating a nonlinear alternating current model of the transmission network, which is a nonconvex mixed-integer nonlinear programming…
In this paper we derive a moment relaxation for large-scale nonsmooth optimization problems with graphical structure and spherical constraints. In contrast to classical moment relaxations for global polynomial optimization that suffer from…
The Frank-Wolfe (FW) method is a popular approach for solving optimization problems with structured constraints that arise in machine learning applications. In recent years, stochastic versions of FW have gained popularity, motivated by…
Many engineered systems, such as energy and transportation infrastructures, are networks governed by non-linear physical laws. A primary challenge for operators of these networks is to achieve optimal utilization while maintaining safety…
We propose a novel and efficient training method for RNNs by iteratively seeking a local minima on the loss surface within a small region, and leverage this directional vector for the update, in an outer-loop. We propose to utilize the…
Deep neural networks (DNNs) have shown great success in many machine learning tasks. Their training is challenging since the loss surface of the network architecture is generally non-convex, or even non-smooth. How and under what…
The graph partition problem (GPP) aims at clustering the vertex set of a graph into a fixed number of disjoint subsets of given sizes such that the sum of weights of edges joining different sets is minimized. This paper investigates the…