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This is part II of a two-part paper. Part I presented a universal Birkhoff theory for fast and accurate trajectory optimization. The theory rested on two main hypotheses. In this paper, it is shown that if the computational grid is selected…
Over the last two decades, pseudospectral methods based on Lagrange interpolants have flourished in solving trajectory optimization problems and their flight implementations. In a seemingly unjustified departure from these highly successful…
This paper derives various Hessians associated with Birkhoff-theoretic methods for trajectory optimization. According to a theorem proved in this paper, approximately 80% of the eigenvalues are contained in the narrow interval [-2, 4] for…
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…
Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…
We consider the numerical solution of the discrete multi-marginal optimal transport (MOT) by means of the Sinkhorn algorithm. In general, the Sinkhorn algorithm suffers from the curse of dimensionality with respect to the number of…
Optimal transport aims to estimate a transportation plan that minimizes a displacement cost. This is realized by optimizing the scalar product between the sought plan and the given cost, over the space of doubly stochastic matrices. When…
This paper is devoted to the efficient numerical solution of the Helmholtz equation in a two- or three-dimensional rectangular domain with an absorbing boundary condition (ABC). The Helmholtz problem is discretized by standard bilinear and…
In calculating integral or discrete transforms, use has been made of fast algorithms for multiplying vectors by matrices whose elements are specified as values of special (Chebyshev, Legendre, Laguerre, etc.) functions. The currently…
We develop efficient and high-order accurate solvers for the Helmholtz equation on complex geometry. The schemes are based on the WaveHoltz algorithm which computes solutions of the Helmholtz equation by time-filtering solutions of the wave…
We present an iterative method to efficiently solve the optimal transportation problem for a class of strictly convex costs which includes quadratic and p-power costs. Given two probability measures supported on a discrete grid with n…
We propose faster algorithms for the following three optimization problems on $n$ collinear points, i.e., points in dimension one. The first two problems are known to be NP-hard in higher dimensions. 1- Maximizing total area of disjoint…
This study examines the time complexities of the unbalanced optimal transport problems from an algorithmic perspective for the first time. We reveal which problems in unbalanced optimal transport can/cannot be solved efficiently.…
Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…
We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…
In this paper we address the numerical solution of the quadratic optimal transport problem in its dynamical form, the so-called Benamou-Brenier formulation. When solved using interior point methods, the main computational bottleneck is the…
In this paper, we address the numerical solution of the Optimal Transport Problem on undirected weighted graphs, taking the shortest path distance as transport cost. The optimal solution is obtained from the long-time limit of the gradient…
This contribution presents substantial computational advancements to compare measures even with varying masses. Specifically, we utilize the nonequispaced fast Fourier transform to accelerate the radial kernel convolution in unbalanced…
In this note we present a multigrid preconditioning method for solving quadratic optimization problems constrained by a fractional diffusion equation. Multigrid methods within the all-at-once approach to solve the first order-order…
We propose a method to solve online mixed-integer optimization (MIO) problems at very high speed using machine learning. By exploiting the repetitive nature of online optimization, we are able to greatly speedup the solution time. Our…