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We give a new and constructive proof of the existence of global-in-time weak solutions of the 3-dimensional incompressible semi-geostrophic equations (SG) in geostrophic coordinates, for arbitrary initial measures with compact support. This…

Analysis of PDEs · Mathematics 2022-01-19 David P. Bourne , Charlie P. Egan , Beatrice Pelloni , Mark Wilkinson

We investigate the continuous optimal transport problem in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, we seek an optimal transport plan which is another Radon measure on the product of the sets that…

Optimization and Control · Mathematics 2019-09-16 Dirk A. Lorenz , Hinrich Mahler

In this study, two initial boundary value problems for one dimensional advection-dispersion equation are solved by differential quadrature method based on sine cardinal functions. Pure advection problem modeling transport of conservative…

Numerical Analysis · Mathematics 2016-02-09 Alper Korkmaz

This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…

Mathematical Physics · Physics 2023-10-17 Lorenzo Portinale

Optimal transport (OT) has become exceedingly popular in machine learning, data science, and computer vision. The core assumption in the OT problem is the equal total amount of mass in source and target measures, which limits its…

Machine Learning · Computer Science 2023-08-08 Yikun Bai , Berhnard Schmitzer , Mathew Thorpe , Soheil Kolouri

Regularising the primal formulation of optimal transport (OT) with a strictly convex term leads to enhanced numerical complexity and a denser transport plan. Many formulations impose a global constraint on the transport plan, for instance…

Machine Learning · Computer Science 2023-10-05 Hugues Van Assel , Titouan Vayer , Remi Flamary , Nicolas Courty

We study the optimal transport problem for $d>2$ discrete measures. This is a linear programming problem on $d$-tensors. It gives a way to compute a "distance" between two sets of discrete measures. We introduce an entropic regularization…

Computer Vision and Pattern Recognition · Computer Science 2021-07-27 Shmuel Friedland

We propose a communication- and computation-efficient distributed optimization algorithm using second-order information for solving ERM problems with a nonsmooth regularization term. Current second-order and quasi-Newton methods for this…

Optimization and Control · Mathematics 2018-05-29 Ching-pei Lee , Cong Han Lim , Stephen J. Wright

Deep Neural Networks have achieved remarkable success relying on the developing availability of GPUs and large-scale datasets with increasing network depth and width. However, due to the expensive computation and intensive memory,…

Machine Learning · Computer Science 2020-09-07 E Zhenqian , Gao Weiguo

In the present work, we propose a novel method for reconstruction of multi-dimensional kinetic distributions, based on their representation as a mixture of Dirac delta functions. The representation is found as a solution of an optimization…

Computational Physics · Physics 2025-04-09 Georgii Oblapenko , Manuel Torrilhon , Michael Herty

In this paper, we introduce a generalized dynamical unbalanced optimal transport framework by incorporating limited control input and mass dissipation, addressing limitations in conventional optimal transport for control applications. We…

Optimization and Control · Mathematics 2025-04-07 Dongjun Wu , Anders Rantzer

We study MinMax solution methods for a general class of optimization problems related to (and including) optimal transport. Theoretically, the focus is on fitting a large class of problems into a single MinMax framework and generalizing…

Optimization and Control · Mathematics 2020-10-23 Luca De Gennaro Aquino , Stephan Eckstein

Linear programs with quadratic regularization are attracting renewed interest due to their applications in optimal transport: unlike entropic regularization, the squared-norm penalty gives rise to sparse approximations of optimal transport…

Optimization and Control · Mathematics 2025-04-23 Alberto González-Sanz , Marcel Nutz

In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…

We introduce a formulation of optimal transport problem for distributions on function spaces, where the stochastic map between functional domains can be partially represented in terms of an (infinite-dimensional) Hilbert-Schmidt operator…

Machine Learning · Statistics 2023-08-29 Jiacheng Zhu , Aritra Guha , Dat Do , Mengdi Xu , XuanLong Nguyen , Ding Zhao

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…

Machine Learning · Statistics 2018-07-17 Arnaud Dessein , Nicolas Papadakis , Jean-Luc Rouas

It is well known that optimal transport suffers from the curse of dimensionality: when the prescribed marginals are approximated by i.i.d. samples, the convergence of the empirical optimal transport problem to the population counterpart…

Statistics Theory · Mathematics 2025-11-14 Alberto González-Sanz , Eustasio del Barrio , Marcel Nutz

We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take values from a given finite set $\mathcal{M}\subset\mathbb{R}^m$. Such hybrid…

Optimization and Control · Mathematics 2021-11-09 Christian Clason , Carla Tameling , Benedikt Wirth

Estimating Wasserstein distances between two high-dimensional densities suffers from the curse of dimensionality: one needs an exponential (wrt dimension) number of samples to ensure that the distance between two empirical measures is…

Machine Learning · Statistics 2020-07-13 François-Pierre Paty , Alexandre d'Aspremont , Marco Cuturi

We consider maps $T$ solving the optimal transport problem with a cost $c(x-y)$ modeled on the $p$-cost. For H\"older continuous marginals, we prove a $C^{1,\alpha}$-partial regularity result for $T $in the set $\{|T(x)-x|>0\}$.

Analysis of PDEs · Mathematics 2024-07-15 Michael Goldman , Lukas Koch
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