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We present a primal-dual algorithmic framework to obtain approximate solutions to a prototypical constrained convex optimization problem, and rigorously characterize how common structural assumptions affect the numerical efficiency. Our…

Optimization and Control · Mathematics 2015-03-04 Quoc Tran-Dinh , Volkan Cevher

Optimal transport problems pose many challenges when considering their numerical treatment. We investigate the solution of a PDE-constrained optimisation problem subject to a particular transport equation arising from the modelling of image…

Numerical Analysis · Mathematics 2018-01-15 Roland Herzog , John W. Pearson , Martin Stoll

Unsupervised deep learning approaches have recently become one of the crucial research areas in imaging owing to their ability to learn expressive and powerful reconstruction operators even when paired high-quality training data is scarcely…

Computer Vision and Pattern Recognition · Computer Science 2023-11-30 Marcello Carioni , Subhadip Mukherjee , Hong Ye Tan , Junqi Tang

The paper is about the data-driven computation of optimal control for a class of control affine deterministic nonlinear systems. We assume that the control dynamical system model is not available, and the only information about the system…

Optimization and Control · Mathematics 2021-04-13 Bowen Huang , Umesh Vaidya

This paper proposes novel primal-dual dynamical systems for solving linear equality constrained convex optimization. First, we introduce a primal-dual dynamical system with implicit Hessian damping, which can neutralize the transversal…

Optimization and Control · Mathematics 2025-08-26 Hong-lu Li , Xin He , Yi-bin Xiao

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

We study a rather general class of optimal "ballistic" transport problems for matrix-valued measures. These problems naturally arise, in the spirit of \emph{Y. Brenier. Comm. Math. Phys. (2018) 364(2) 579-605}, from a certain dual…

Functional Analysis · Mathematics 2021-11-30 Dmitry Vorotnikov

Entropy regularized optimal transport and its multi-marginal generalization have attracted increasing attention in various applications, in particular due to efficient Sinkhorn-like algorithms for computing optimal transport plans. However,…

Optimization and Control · Mathematics 2023-01-25 Florian Beier , Johannes von Lindheim , Sebastian Neumayer , Gabriele Steidl

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…

Probability · Mathematics 2019-04-08 Gaoyue Guo , Jan Obloj

We consider a network equilibrium model (i.e. a combined model), which was proposed as an alternative to the classic four-step approach for travel forecasting in transportation networks. This model can be formulated as a convex minimization…

In this paper, we introduce methods from convex optimization to solve the multimarginal transport type problems arise in the context of density functional theory. Convex relaxations are used to provide outer approximation to the set of…

Optimization and Control · Mathematics 2018-08-15 Yuehaw Khoo , Lexing Ying

This paper investigates a Hamilton-Jacobi (HJ) analysis to solve finite-horizon optimal control problems for high-dimensional systems. Although grid-based methods, such as the level-set method [1], numerically solve a general class of HJ…

Systems and Control · Electrical Eng. & Systems 2021-06-28 Donggun Lee , Claire J. Tomlin

Recently, unmanned aerial vehicle (UAV) has attracted much attention due to its flexible deployment and controllable mobility. As the general communication network cannot meet the emergency requirements, in this paper we study the multi-UAV…

Information Theory · Computer Science 2024-07-17 Yixin Zhang , Wenchi Cheng

A new primal-dual algorithm is presented for solving a class of non-convex minimization problems. This algorithm is based on canonical duality theory such that the original non-convex minimization problem is first reformulated as a…

Numerical Analysis · Computer Science 2013-01-01 Changzhi Wu , Chaojie Li , David Yang Gao

We investigate in this work a versatile convex framework for multiple image segmentation, relying on the regularized optimal mass transport theory. In this setting, several transport cost functions are considered and used to match…

Computer Vision and Pattern Recognition · Computer Science 2016-10-06 Nicolas Papadakis , Julien Rabin

This paper is concerned with optimal control problems for parabolic partial differential equations with pointwise in time switching constraints on the control. A standard approach to treat constraints in nonlinear optimization is…

Optimization and Control · Mathematics 2018-04-30 Christian Clason , Armin Rund , Karl Kunisch

The goal of traffic management is efficiently utilizing network resources via adapting of source sending rates and routes selection. Traditionally, this problem is formulated into a utilization maximization problem. The single-path routing…

Networking and Internet Architecture · Computer Science 2015-03-19 Ying Liu , Hongying Liu , Ke Xu , Meng Shen , Yifeng Zhong

In this work, we develop a collection of novel methods for the entropic-regularised optimal transport problem, which are inspired by existing mirror descent interpretations of the Sinkhorn algorithm used for solving this problem. These are…

Optimization and Control · Mathematics 2025-07-17 Vishwak Srinivasan , Qijia Jiang

Optimal Transport (OT) problem investigates a transport map that bridges two distributions while minimizing a given cost function. In this regard, OT between tractable prior distribution and data has been utilized for generative modeling…

Computer Vision and Pattern Recognition · Computer Science 2024-02-07 Jaemoo Choi , Jaewoong Choi , Myungjoo Kang

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…

Statistics Theory · Mathematics 2022-03-18 Adrien Vacher , François-Xavier Vialard
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