Related papers: On a discrete max-plus transportation problem
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…
This paper connects discrete optimal transport to a certain class of multi-objective optimization problems. In both settings, the decision variables can be organized into a matrix. In the multi-objective problem, the notion of Pareto…
A fundamental concept in optimal transport is c-cyclical monotonicity: it allows to link the optimality of transport plans to the geometry of their support sets. Recently, related concepts have been successfully applied in the…
We characterize the solution to the entropically regularized optimal transport problem by a well-posed ordinary differential equation (ODE). Our approach works for discrete marginals and general cost functions, and in addition to two…
Let ${\mathcal D}^{k,l}(m,n)$ be the set of all the integer points in the transportation polytope of $kn\times ln$ matrices with row sums $lm$ and column sums $km$. In this paper we find the sharp lower bound on the tropical determinant…
The problem of optimal mass transport arises in numerous applications including image registration, mesh generation, reflector design, and astrophysics. One approach to solving this problem is via the Monge-Amp\`ere equation. While recent…
Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…
Some classical mass transportation problems are investigated in a finitely additive setting. Let $\Omega=\prod_{i=1}^n\Omega_i$ and $\mathcal{A}=\otimes_{i=1}^n\mathcal{A}_i$, where $(\Omega_i,\mathcal{A}_i,\mu_i)$ is a ($\sigma$-additive)…
The dual problem of optimal transportation in Lorentz-Finsler geometry is studied. It is shown that in general no solution exists even in the presence of an optimal coupling. Under natural assumptions dual solutions are established. It is…
A simple procedure to map two probability measures in $\mathbb{R}^d$ is the so-called \emph{Knothe-Rosenblatt rearrangement}, which consists in rearranging monotonically the marginal distributions of the last coordinate, and then the…
We propose deep learning methods for classical Monge's optimal mass transportation problems, where where the distribution constraint is treated as penalty terms defined by the maximum mean discrepancy in the theory of Hilbert space…
We consider decision problems of rating alternatives based on their pairwise comparisons according to two criteria. Given pairwise comparison matrices for each criterion, the problem is to find the overall scores of the alternatives. We…
The Maximum Carpool Matching problem is a star packing problem in directed graphs. Formally, given a directed graph $G = (V, A)$, a capacity function $ c: V \to N $, and a weight function $w : A \to R $, a feasible \emph{carpool matching}…
We study a multi-marginal optimal transportation problem with a cost function of the form $c(x_{1}, \ldots,x_{m})=\sum_{k=1}^{m-1}|x_{k}-x_{k+1}|^{2} + |x_{m}- F(x_{1})|^{2}$, where $F: \mathbb{R}^n \rightarrow \mathbb{R}^n$. When $m=4$,…
Motivated by optimal re-balancing of a portfolio, we formalize an optimal transport problem in which the transported mass is scaled by a mass-change factor depending on the source and destination. This allows direct modeling of the creation…
In this work, we investigate an optimization problem over adapted couplings between pairs of real valued random variables, possibly describing random times. We relate those couplings to a specific class of causal transport plans between…
We propose a discrete time formulation of the semi martingale optimal transport problembased on multi-marginal entropic transport. This approach offers a new way to formulate and solve numerically the calibration problem proposed by Guo et…
This note contains a short discussion on the sufficiency of finite optimality in martingale transport. It is shown that finitely minimal martingale measures are solutions of the martingale transport problem when the cost function is upper…
The basic problem of optimal transportation consists in minimizing the expected costs $\mathbb {E}[c(X_1,X_2)]$ by varying the joint distribution $(X_1,X_2)$ where the marginal distributions of the random variables $X_1$ and $X_2$ are…
We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem…