Related papers: A Truncated Newton Method for Optimal Transport
This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…
This work presents a new algorithm for empirical risk minimization. The algorithm bridges the gap between first- and second-order methods by computing a search direction that uses a second-order-type update in one subspace, coupled with a…
We present several new complexity results for the entropic regularized algorithms that approximately solve the optimal transport (OT) problem between two discrete probability measures with at most $n$ atoms. First, we improve the complexity…
Entropic optimal transport (EOT) in continuous spaces with quadratic cost is a classical tool for solving the domain translation problem. In practice, recent approaches optimize a weak dual EOT objective depending on a single potential, but…
The Sinkhorn--Knopp (SK) algorithm is a cornerstone method for matrix scaling and entropically regularized optimal transport (EOT). Despite its empirical efficiency, existing theoretical guarantees to achieve a target marginal accuracy…
We consider optimal route planning when the objective function is a general nonlinear and non-monotonic function. Such an objective models user behavior more accurately, for example, when a user is risk-averse, or the utility function needs…
This work links optimization approaches from hierarchical least-squares programming to instantaneous prioritized whole-body robot control. Concretely, we formulate the hierarchical Newton's method which solves prioritized non-linear…
In the realm of computer vision and graphics, accurately establishing correspondences between geometric 3D shapes is pivotal for applications like object tracking, registration, texture transfer, and statistical shape analysis. Moving…
We present a novel procedure for optimization based on the combination of efficient quantized tensor train representation and a generalized maximum matrix volume principle. We demonstrate the applicability of the new Tensor Train Optimizer…
We propose a continuous-time second-order optimization algorithm for solving unconstrained convex optimization problems with bounded Hessian. We show that this alternative algorithm has a comparable convergence rate to that of the…
In this note, we derive upper-bounds on the statistical estimation rates of unbalanced optimal transport (UOT) maps for the quadratic cost. Our work relies on the stability of the semi-dual formulation of optimal transport (OT) extended to…
Sparse, irregular graphs show up in various applications like linear algebra, machine learning, engineering simulations, robotic control, etc. These graphs have a high degree of parallelism, but their execution on parallel threads of modern…
Semi-discrete optimal transport (SOT), which maps a continuous probability measure to a discrete one, is a fundamental problem with wide-ranging applications. Entropic regularization is often employed to solve the SOT problem, leading to a…
Matching a source to a target probability measure is often solved by instantiating a linear optimal transport (OT) problem, parameterized by a ground cost function that quantifies discrepancy between points. When these measures live in the…
Computational optimal transport (OT) has recently emerged as a powerful framework with applications in various fields. In this paper we focus on a relaxation of the original OT problem, the entropic OT problem, which allows to implement…
We study Sinkhorn's algorithm for solving the entropically regularized optimal transport problem. Its iterate $\pi_{t}$ is shown to satisfy $H(\pi_{t}|\pi_{*})+H(\pi_{*}|\pi_{t})=O(t^{-1})$ where $H$ denotes relative entropy and $\pi_{*}$…
This work aims to address the bottleneck issues of hardware resource limitation and decoherence error in the Hamiltonian simulation of quantum fluids, which are caused by the standard quantum Fourier transform and the evolution of momentum…
An algorithm for solving smooth nonconvex optimization problems is proposed that, in the worst-case, takes $\mathcal{O}(\epsilon^{-3/2})$ iterations to drive the norm of the gradient of the objective function below a prescribed positive…
Optimal transport distances (OT) have been widely used in recent work in Machine Learning as ways to compare probability distributions. These are costly to compute when the data lives in high dimension. Recent work by Paty et al., 2019,…
In this paper, we propose a Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The objective function of the problem under consideration is given by…