Related papers: An Efficient Augmented Lagrangian Method for Dynam…
We propose a variant of the classical augmented Lagrangian method for constrained optimization problems in Banach spaces. Our theoretical framework does not require any convexity or second-order assumptions and allows the treatment of…
We study the Lagrangian formulation of a class of the Monge-Kantorovich optimal transportation problem. It can be considered a stochastic optimal transportation problem for absolutely continuous stochastic processes. A cost function and…
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…
We propose a high-order version of the augmented Lagrangian method for solving convex optimization problems with linear constraints, which achieves arbitrarily fast -- and even superlinear -- convergence rates. First, we analyze the…
We investigate the optimal transport problem between probability measures when the underlying cost function is understood to satisfy a least action principle, also known as a Lagrangian cost. These generalizations are useful when connecting…
The aim of this manuscript is to approach by means of first order differential equations/inclusions convex programming problems with two-block separable linear constraints and objectives, whereby (at least) one of the components of the…
Robust optimization (RO) is one of the key paradigms for solving optimization problems affected by uncertainty. Two principal approaches for RO, the robust counterpart method and the adversarial approach, potentially lead to excessively…
In this paper, we revisit the augmented Lagrangian method for a class of nonsmooth convex optimization. We present the Lagrange optimality system of the augmented Lagrangian associated with the problems, and establish its connections with…
We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…
This paper proposes a novel first-order algorithm that solves composite nonsmooth and stochastic convex optimization problem with function constraints. Most of the works in the literature provide convergence rate guarantees on the…
This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to…
This paper discusses the efficiency of Hybrid Primal-Dual (HPD) type algorithms to approximate solve discrete Optimal Transport (OT) and Wasserstein Barycenter (WB) problems, with and without entropic regularization. Our first contribution…
Optimal transport is a foundational problem in optimization, that allows to compare probability distributions while taking into account geometric aspects. Its optimal objective value, the Wasserstein distance, provides an important loss…
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,…
The optimal transport (OT) problem aims to find the most efficient mapping between two probability distributions under a given cost function, and has diverse applications in many fields such as machine learning, computer vision and computer…
Optimal transport (OT) provides powerful tools for comparing probability measures in various types. The Wasserstein distance which arises naturally from the idea of OT is widely used in many machine learning applications. Unfortunately,…
This paper proposes a novel distributed semismooth Newton based augmented Lagrangian method for solving a class of optimization problems over networks, where the global objective is defined as the sum of locally held cost functions, and…
Safe corridor-based Trajectory Optimization (TO) presents an appealing approach for collision-free path planning of autonomous robots, offering global optimality through its convex formulation. The safe corridor is constructed based on the…
This article revolves around shape and topology optimization, in the applicative context where the objective and constraint functionals depend on the solution to a physical boundary value problem posed on the optimized domain. We introduce…
The Wasserstein metric or earth mover's distance (EMD) is a useful tool in statistics, machine learning and computer science with many applications to biological or medical imaging, among others. Especially in the light of increasingly…