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We show that several decision problems originating from max-plus or tropical convexity are equivalent to zero-sum two player game problems. In particular, we set up an equivalence between the external representation of tropical convex sets…

Combinatorics · Mathematics 2015-04-07 Marianne Akian , Stephane Gaubert , Alexander Guterman

We investigate the link between regularised self-transport problems and maximum likelihood estimation in Gaussian mixture models (GMM). This link suggests that self-transport followed by a clustering technique leads to principled estimators…

Statistics Theory · Mathematics 2023-11-07 Gilles Mordant

By investigating model-independent bounds for exotic options in financial mathematics, a martingale version of the Monge-Kantorovich mass transport problem was introduced in \cite{BeiglbockHenry…

Computational Finance · Quantitative Finance 2013-04-10 Pierre Henry-Labordere , Nizar Touzi

The dual attainment of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:\XY…

Optimization and Control · Mathematics 2020-07-17 Mathias Beiglböck , Christian Léonard , Walter Schachermayer

We develop a mathematical theory of entropic regularisation of unbalanced optimal transport problems. Focusing on static formulation and relying on the formalism developed for the unregularised case, we show that unbalanced optimal…

Optimization and Control · Mathematics 2023-05-05 Maciej Buze , Manh Hong Duong

This paper exploit the equivalence between the Schr\"odinger Bridge problem and the entropy penalized optimal transport in order to find a different approach to the duality, in the spirit of optimal transport. This approach results in a…

Probability · Mathematics 2019-11-19 Simone Di Marino , Augusto Gerolin

We study the subgroup structure of the semigroup of finitary tropical matrices under multiplication. We show that every maximal subgroup is isomorphic to the full linear automorphism group of a related tropical polytope, and that each of…

Group Theory · Mathematics 2012-03-13 Zur Izhakian , Marianne Johnson , Mark Kambites

We consider location problems to find the optimal sites of placement of a new facility, which minimize the maximum weighted Chebyshev or rectilinear distance to existing facilities under constraints on a feasible location domain. We examine…

Optimization and Control · Mathematics 2020-07-10 Nikolai Krivulin

This paper studies a variant of ramified/branched optimal transportation problems. Given the distributions of production capacities and market sizes, a firm looks for an allocation of productions over factories, a distribution of sales…

Optimization and Control · Mathematics 2021-09-01 Qinglan Xia , Shaofeng Xu

The purpose of this paper is to show that in a finite dimensional metric space with Alexandrov's curvature bounded below, Monge's transport problem for the quadratic cost admits a unique solution.

Differential Geometry · Mathematics 2007-05-23 Jerome Bertrand

In this paper, we study the Maximum-Profit Routing Problem with Variable Supply (MPRP-VS). This is a more general version of the Maximum-Profit Public Transportation Route Planning Problem, or simply Maximum-Profit Routing Problem (MPRP),…

Data Structures and Algorithms · Computer Science 2020-07-21 Bogdan Armaselu

An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions $\mu$ and $\nu$, known only through a finite set of independent samples $(x_i)_{i=1..N}$ and $(y_j)_{j=1..M}$. The methodology…

Optimization and Control · Mathematics 2019-02-20 Montacer Essid , Debra Laefer , Esteban G. Tabak

We present two methods to algorithmically compute both least and greatest solutions of polynomial equation systems over absorptive semirings (with certain completeness and continuity assumptions), such as the tropical semiring. Both methods…

Logic in Computer Science · Computer Science 2021-08-17 Matthias Naaf

Optimal transport maps define a one-to-one correspondence between probability distributions, and as such have grown popular for machine learning applications. However, these maps are generally defined on empirical observations and cannot be…

Statistics Theory · Mathematics 2021-02-18 Lucas de Lara , Alberto González-Sanz , Jean-Michel Loubes

This paper mainly investigates the approximation of a global maximizer of the 1-D Monge-Kantorovich mass transfer problem through the approach of nonlinear differential equations with Dirichlet boundary. Using an approximation mechanism,…

Optimization and Control · Mathematics 2016-11-03 Xiaojun Lu , Xiaofen Lv

This note aims to demonstrate that performing maximum-likelihood estimation for a mixture model is equivalent to minimizing over the parameters an optimal transport problem with entropic regularization. The objective is pedagogical: we seek…

Machine Learning · Statistics 2025-01-24 Titouan Vayer , Etienne Lasalle

It is well-known that the optimal transport problem on the real line for the classical distance cost may not have a unique solution. In this paper we recover uniqueness by considering the transport problems where the costs are a power…

Probability · Mathematics 2019-07-02 Nicolas Juillet

In this short note, we show that given a cost function $c$, any coupling $\pi$ of two probability measures where the second is a discrete measure can be associated to a certain bipartite graph containing a perfect matching, based on the…

Optimization and Control · Mathematics 2020-07-17 Mohit Bansil , Jun Kitagawa

We develop a full theory for the new class of Optimal Entropy-Transport problems between nonnegative and finite Radon measures in general topological spaces. They arise quite naturally by relaxing the marginal constraints typical of Optimal…

Optimization and Control · Mathematics 2018-10-16 Matthias Liero , Alexander Mielke , Giuseppe Savaré

The optimal mass transport problem gives a geometric framework for optimal allocation, and has recently gained significant interest in application areas such as signal processing, image processing, and computer vision. Even though it can be…

Optimization and Control · Mathematics 2018-02-07 Johan Karlsson , Axel Ringh