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Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…

Quadratically regularized optimal transport (QOT) is an alternative to entropic regularization that yields sparse couplings and avoids numerical instabilities due to exponential scaling. From an optimization viewpoint, the dual QOT…

Optimization and Control · Mathematics 2026-05-27 Alberto González-Sanz , Marcel Nutz , Andrés Riveros Valdevenito

We construct Two-Point Flux Approximation (TPFA) finite volume schemes to solve the quadratic optimal transport problem in its dynamic form, namely the problem originally introduced by Benamou and Brenier. We show numerically that these…

Numerical Analysis · Mathematics 2021-08-31 Andrea Natale , Gabriele Todeschi

The dynamic formulation of optimal transport has attracted growing interests in scientific computing and machine learning, and its computation requires to solve a PDE-constrained optimization problem. The classical Eulerian discretization…

Machine Learning · Computer Science 2022-05-17 Wei Wan , Yuejin Zhang , Chenglong Bao , Bin Dong , Zuoqiang Shi

Discrete optimal transport solvers do not scale well on dense large problems since they do not explicitly exploit the geometric structure of the cost function. In analogy to continuous optimal transport we provide a framework to verify…

Optimization and Control · Mathematics 2016-04-19 Bernhard Schmitzer

Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…

Optimization and Control · Mathematics 2018-05-02 Justin Solomon

In the current book I suggest an off-road path to the subject of optimal transport. I tried to avoid prior knowledge of analysis, PDE theory and functional analysis, as much as possible. Thus I concentrate on discrete and semi-discrete…

Optimization and Control · Mathematics 2020-09-15 Gershon Wolansky

We analyze optimal transport problems with additional entropic cost evaluated along curves in the Wasserstein space which join two probability measures $m_0,m_1$. The effect of the additional entropy functional results into an elliptic…

Analysis of PDEs · Mathematics 2022-11-18 Alessio Porretta

The modeling of phenomenological structure is a crucial aspect in inverse imaging problems. One emerging modeling tool in computational imaging is the optimal transport framework. Its ability to model geometric displacements across an…

Image and Video Processing · Electrical Eng. & Systems 2020-05-12 John Lee , Nicholas P. Bertrand , Christopher J. Rozell

This work investigates several aspects related to quantitative stability in optimal transport, as well as uniqueness of the dual transport problem. Our main contributions are as follows. Chapter 1: Observations regarding the quantitative…

Functional Analysis · Mathematics 2025-10-22 William Ford

Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning…

Machine Learning · Statistics 2023-04-17 Tianlin Liu , Joan Puigcerver , Mathieu Blondel

We present a general convex relaxation approach to study a wide class of Unbalanced Optimal Transport problems for finite non-negative measures with possibly different masses. These are obtained as the lower semicontinuous and convex…

Optimization and Control · Mathematics 2024-01-02 Giuseppe Savaré , Giacomo Enrico Sodini

In this paper, we introduce a neural network-based method to address the high-dimensional dynamic unbalanced optimal transport (UOT) problem. Dynamic UOT focuses on the optimal transportation between two densities with unequal total mass,…

Optimization and Control · Mathematics 2024-09-23 Wei Wan , Jiangong Pan , Yuejin Zhang , Chenglong Bao , Zuoqiang Shi

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

In this note, we study an optimal transportation problem arising in density functional theory. We derive an upper bound on the semi-classical Hohenberg-Kohn functional derived by Cotar, Friesecke and Kl\"{u}ppelberg (2012) which can be…

Optimization and Control · Mathematics 2015-06-12 Brendan Pass

Entropic optimal transport offers a computationally tractable approximation to the classical problem. In this note, we study the approximation rate of the entropic optimal transport map (in approaching the Brenier map) when the…

Probability · Mathematics 2024-11-22 Ritwik Sadhu , Ziv Goldfeld , Kengo Kato

Entropic regularization provides a generalization of the original optimal transport problem. It introduces a penalty term defined by the Kullback-Leibler divergence, making the problem more tractable via the celebrated Sinkhorn algorithm.…

Optimization and Control · Mathematics 2023-01-04 Dávid Terjék , Diego González-Sánchez

We describe a mesh-free three-dimensional numerical scheme for solving the incompressible semi-geostrophic equations based on semi-discrete optimal transport techniques. These results generalise previous two-dimensional implementations. The…

Numerical Analysis · Mathematics 2026-02-12 Théo Lavier

In this paper, we present a new formulation of unbalanced optimal transport called Dual Regularized Optimal Transport (DROT). We argue that regularizing the dual formulation of optimal transport results in a version of unbalanced optimal…

Computational Geometry · Computer Science 2020-12-08 Rishi Sonthalia , Anna C. Gilbert

We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…

Numerical Analysis · Mathematics 2017-08-29 Michael Lindsey , Yanir A. Rubinstein