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In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…

Optimization and Control · Mathematics 2026-05-22 Bahar Taskesen

In the semi-discrete version of Monge's problem one tries to find a transport map $T$ with minimum cost from an absolutely continuous measure $\mu$ on $\mathbb{R}^d$ to a discrete measure $\nu$ that is supported on a finite set in…

Numerical Analysis · Mathematics 2017-06-23 Valentin Hartmann

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 work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…

Optimization and Control · Mathematics 2023-06-16 Yukuan Hu , Huajie Chen , Xin Liu

The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between…

Optimization and Control · Mathematics 2024-07-30 Théo Dumont , Théo Lacombe , François-Xavier Vialard

We provide a solution to the problem of optimal transport by Brownian martingales in general dimensions whenever the transport cost satisfies certain subharmonic properties in the target variable, as well as a stochastic version of the…

Analysis of PDEs · Mathematics 2020-10-07 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

In this paper, we consider the Monge optimal transport problem with distance cost. We prove that in some metric spaces, possibly with many branching geodesics, an optimal transport map exists if the first marginal is absolutely continuous.…

Metric Geometry · Mathematics 2019-10-01 Shinichiro Kobayashi

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

Machine Learning · Computer Science 2021-12-07 Jiaojiao Fan , Isabel Haasler , Johan Karlsson , Yongxin Chen

We investigate a new multi-marginal optimal transport problem arising from a dissociation model in the Strong Interaction Limit of Density Functional Theory. In this short note, we introduce such dissociation model, the corresponding…

Analysis of PDEs · Mathematics 2024-01-17 Augusto Gerolin , Mircea Petrache , Adolfo Vargas-Jimenez

We address the Monge problem in metric spaces with a geodesic distance: (X, d) is a Polish space and dN is a geodesic Borel distance which makes (X,dN) a possibly branching geodesic space. We show that under some assumptions on the…

Probability · Mathematics 2012-10-01 Fabio Cavalletti

We investigate metric conditions that allow to prove existence and uniqueness of a map solving the Monge problem between two marginals in a metric (measure) space, proving two main results. Firstly, we introduce a nonsmooth version of the…

Metric Geometry · Mathematics 2024-10-31 Shucheng Li , Mattia Magnabosco , Timo Schultz

We introduce and analyze a statistical estimator for Monge transport maps: solutions to the quadratic optimal transport problem in Euclidean space. For absolutely continuous source measures, this map is uniquely defined as the gradient of a…

Optimization and Control · Mathematics 2026-04-27 Elsa Cazelles , Edouard Pauwels , Léo Portales

In this paper, we address the numerical solution to the multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including…

Optimization and Control · Mathematics 2023-07-21 Bohan Zhou , Matthew Parno

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 this series of lectures we introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x,y). Connections to geometry, inequalities, and…

Analysis of PDEs · Mathematics 2010-11-15 Nestor Guillen , Robert McCann

We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Anqi Dong , Arthur Stephanovitch , Tryphon T. Georgiou

A remarkable connection between optimal design and Monge transport was initiated in the years 1997 in the context of the minimal elastic compliance problem and where the euclidean metric cost was naturally involved. In this paper we present…

Optimization and Control · Mathematics 2022-02-02 Karol Bołbotowski , Guy Bouchitté

In this work, we solve a discrete optimal transport problem in a nonuniform environment. To solve the optimal transport problem, we build the cost matrix and then use classical solvers for discrete optimal transport. The challenge is to…

Optimization and Control · Mathematics 2026-03-17 Luca Dieci , Daniyar Omarov

Within the field of optimal transport (OT), the choice of ground cost is crucial to ensuring that the optimality of a transport map corresponds to usefulness in real-world applications. It is therefore desirable to use known information to…

Machine Learning · Statistics 2024-06-13 Samuel Howard , George Deligiannidis , Patrick Rebeschini , James Thornton

The Monge-Amp\`{e}re equation arises in the theory of optimal transport. When more complicated cost functions are involved in the optimal transportation problem, which are motivated e.g. from economics, the corresponding equation for the…

Numerical Analysis · Mathematics 2019-12-10 Heiko Kröner