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We introduce a new second order stochastic algorithm to estimate the entropically regularized optimal transport cost between two probability measures. The source measure can be arbitrary chosen, either absolutely continuous or discrete,…

Statistics Theory · Mathematics 2022-03-03 Bernard Bercu , Jérémie Bigot , Sébastien Gadat , Emilia Siviero

In this paper we show an approach to electron transport in double barrier structures which unifies the well known sequential and resonant tunneling models in the widest range of transport regimes, from completely coherent to completely…

Condensed Matter · Physics 2009-10-28 Giuseppe Iannaccone , Bruno Pellegrini

We introduce two quantum algorithms for solving structured prediction problems. We first show that a stochastic gradient descent that uses the quantum minimum finding algorithm and takes its probabilistic failure into account solves the…

Machine Learning · Computer Science 2021-07-05 Behrooz Sepehry , Ehsan Iranmanesh , Michael P. Friedlander , Pooya Ronagh

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

A primal-dual accelerated stochastic gradient descent with variance reduction algorithm (PDASGD) is proposed to solve linear-constrained optimization problems. PDASGD could be applied to solve the discrete optimal transport (OT) problem and…

Machine Learning · Statistics 2023-05-31 Yiling Xie , Yiling Luo , Xiaoming Huo

In this paper, we unroll the dynamics of the dual ascent (DA) algorithm in two coupled graph neural networks (GNNs) to solve constrained optimization problems. The two networks interact with each other at the layer level to find a saddle…

Machine Learning · Computer Science 2026-02-03 Samar Hadou , Alejandro Ribeiro

Quantum machines are among the most promising technologies expected to provide significant improvements in the following years. However, bridging the gap between real-world applications and their implementation on quantum hardware is still…

We present a numerical method to solve the optimal transport problem with a quadratic cost when the source and target measures are periodic probability densities. This method is based on a numerical resolution of the corresponding…

Numerical Analysis · Mathematics 2011-03-02 Louis-Philippe Saumier , Martial Agueh , Boualem Khouider

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

Solving eigenproblem of the Laplacian matrix of a fully connected weighted graph has wide applications in data science, machine learning, and image processing, etc. However, this is very challenging because it involves expensive matrix…

Quantum Physics · Physics 2022-05-31 Hai-Ling Liu , Su-Juan Qin , Lin-Chun Wan , Chao-Hua Yu , Shi-Jie Pan , Fei Gao , Qiao-Yan Wen

In this paper, we introduce a generalized dynamical unbalanced optimal transport framework by incorporating limited control input and mass dissipation, addressing limitations in conventional optimal transport for control applications. We…

Optimization and Control · Mathematics 2025-04-07 Dongjun Wu , Anders Rantzer

This article describes a set of methods for quickly computing the solution to the regularized optimal transport problem. It generalizes and improves upon the widely-used iterative Bregman projections algorithm (or Sinkhorn--Knopp…

Numerical Analysis · Mathematics 2021-04-02 Alexis Thibault , Lénaïc Chizat , Charles Dossal , Nicolas Papadakis

In this work we propose a high-quality decomposition approach for qubit routing by swap insertion. This optimization problem arises in the context of compiling quantum algorithms onto specific quantum hardware. Our approach decomposes the…

Quantum Physics · Physics 2023-05-15 Friedrich Wagner , Andreas Bärmann , Frauke Liers , Markus Weissenbäck

This paper develops a continuous-time primal-dual accelerated method with an increasing damping coefficient for a class of convex optimization problems with affine equality constraints. This paper analyzes critical values for parameters in…

Optimization and Control · Mathematics 2022-02-16 Xianlin Zeng , Jinlong Lei , Jie Chen

This paper establishes new connections between many-body quantum systems, One-body Reduced Density Matrices Functional Theory (1RDMFT) and Optimal Transport (OT), by interpreting the problem of computing the ground-state energy of a finite…

Mathematical Physics · Physics 2021-07-22 Dario Feliciangeli , Augusto Gerolin , Lorenzo Portinale

We introduce fast algorithms for generalized unnormalized optimal transport. To handle densities with different total mass, we consider a dynamic model, which mixes the $L^p$ optimal transport with $L^p$ distance. For $p=1$, we derive the…

Numerical Analysis · Mathematics 2021-04-07 Wonjun Lee , Rongjie Lai , Wuchen Li , Stanley Osher

In this paper, we study the Tsallis entropic regularized optimal transport in the continuous setting and establish fundamental results such as the $\Gamma$-convergence of the Tsallis regularized optimal transport to the Monge--Kantorovich…

Optimization and Control · Mathematics 2024-10-10 Takeshi Suguro , Toshiaki Yachimura

We propose a new concept for the regularization and discretization of transfer and Koopman operators in dynamical systems. Our approach is based on the entropically regularized optimal transport between two probability measures. In…

Dynamical Systems · Mathematics 2023-09-14 Oliver Junge , Daniel Matthes , Bernhard Schmitzer

The quadratically regularized optimal transport problem is empirically known to have sparse solutions: its optimal coupling $\pi_{\varepsilon}$ has sparse support for small regularization parameter $\varepsilon$, in contrast to entropic…

Optimization and Control · Mathematics 2026-02-25 Alberto González-Sanz , Marcel Nutz

By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…

Numerical Analysis · Mathematics 2023-02-07 Christoph Strössner , Daniel Kressner