Related papers: Fast Bellman algorithm for real Monge-Ampere equat…
We consider the Monge-Kantorovich optimal transportation problem between two measures, one of which is a weighted sum of Diracs. This problem is traditionally solved using expensive geometric methods. It can also be reformulated as an…
We introduce a new method for proving the nonexistence of positive supersolutions of elliptic inequalities in unbounded domains of $\mathbb{R}^n$. The simplicity and robustness of our maximum principle-based argument provides for its…
In this paper, we present a new numerical method to solve fractional differential equations. Given a fractional derivative of arbitrary real order, we present an approximation formula for the fractional operator that involves integer-order…
In this paper, we present an efficient algorithm for solving a linear optimization problem with entropic constraints, a class of problems that arises in game theory and information theory. Our analysis distinguishes between the cases of…
The $m$-point nonlocal problem for the first order differential equation with an operator coefficient in a Banach space $X$ is considered. An exponentially convergent algorithm is proposed and justified provided that the operator…
Existing value function approximation methods have been successfully used in many applications, but they often lack useful a priori error bounds. We propose a new approximate bilinear programming formulation of value function approximation,…
We prove the existence of the first eigenvalue and an associated eigenfunction with Dirichlet condition for the complex Monge-Amp\`ere operator on a bounded strongly pseudoconvex domain in $\C^n$. We show that the eigenfunction is…
In this work, we propose a novel Bregman ADMM with nonlinear dual update to solve the Bethe variational problem (BVP), a key optimization formulation in graphical models and statistical physics. Our algorithm provides rigorous convergence…
In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…
In this article, we develop the $C^1$-nonconforming $C^0$-conforming virtual element method (VEM) for the vanishing moment approximation of the second-order fully nonlinear Monge-Amp\`ere equation in two dimensions. In the vanishing moment…
In this paper, we propose a monotone mixed finite difference scheme for solving the two-dimensional Monge-Amp\`ere equation. In order to accomplish this, we convert the Monge-Amp\`ere equation to an equivalent Hamilton-Jacobi-Bellman (HJB)…
We consider the numerical solution of the optimal transport problem between densities that are supported on sets of unequal dimension. Recent work by McCann and Pass reformulates this problem into a non-local Monge-Amp\`ere type equation.…
A fast and accurate algorithm for solving a Bernstein-Vandermonde linear system is presented. The algorithm is derived by using results related to the bidiagonal decomposition of the inverse of a totally positive matrix by means of Neville…
This paper is about the problem of finding a shortest $s$-$t$ path using at most $h$ edges in edge-weighted graphs. The Bellman--Ford algorithm solves this problem in $O(hm)$ time, where $m$ is the number of edges. We show that this running…
We suggest a new optimization technique for minimizing the sum $\sum_{i=1}^n f_i(x)$ of $n$ non-convex real functions that satisfy a property that we call piecewise log-Lipschitz. This is by forging links between techniques in computational…
We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…
In this paper we study optimal lower and upper bounds for functionals involving the first Dirichlet eigenvalue $\lambda_{F}(p,\Omega)$ of the anisotropic $p$-Laplacian, $1<p<+\infty$. Our aim is to enhance how, by means of the $\mathcal…
We consider the numerical approximation of surfaces of prescribed Gaussian curvature via the solution of a fully nonlinear partial differential equation of Monge-Amp\`ere type. These surfaces need not be continuous up to the boundary of the…
In this paper, we deal with an elliptic problem with the Dirichlet boundary condition. We operate in Sobolev spaces and the main analytic tool we use is the Lax-Milgram lemma. First, we present the variational approach of the problem which…
We prove existence of solutions to boundary value problems and obstacle problems for degenerate-elliptic, linear, second-order partial differential operators with partial Dirichlet boundary conditions using a new version of the Perron…