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We propose a simple subsampling scheme for fast randomized approximate computation of optimal transport distances. This scheme operates on a random subset of the full data and can use any exact algorithm as a black-box back-end, including…

Computation · Statistics 2020-12-17 Max Sommerfeld , Jörn Schrieber , Yoav Zemel , Axel Munk

Regularization is a central tool for addressing ill-posedness in inverse problems and statistical estimation, with the choice of a suitable penalty often determining the reliability and interpretability of downstream solutions. While recent…

Optimization and Control · Mathematics 2025-10-07 Oscar Leong , Eliza O'Reilly , Yong Sheng Soh

In the field of optimal transport, two prominent subfields face each other: (i) unregularized optimal transport, "\`a-la-Kantorovich", which leads to extremely sparse plans but with algorithms that scale poorly, and (ii)…

Machine Learning · Computer Science 2024-02-19 Ehsan Amid , Frank Nielsen , Richard Nock , Manfred K. Warmuth

Consider transportation of one distribution of mass onto another, chosen to optimize the total expected cost, where cost per unit mass transported from x to y is given by a smooth function c(x,y). If the source density f^+(x) is bounded…

Analysis of PDEs · Mathematics 2011-07-07 Alessio Figalli , Young-Heon Kim , Robert J. McCann

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…

Numerical Analysis · Mathematics 2017-03-08 Jun Kitagawa , Quentin Mérigot , Boris Thibert

We report numerical results which show the achievement of net transport of self-propelled particles (SPP) in the presence of a two-dimensional regular array of convex, either symmetric or asymmetric, rigid obstacles. The repulsive…

Soft Condensed Matter · Physics 2014-09-15 Fabricio Q. Potiguar , G. A. Farias , W. P. Ferreira

We prove quantitative bounds on the stability of optimal transport maps and Kantorovich potentials from a fixed source measure $\rho$ under variations of the target measure $\mu$, when the cost function is the squared Riemannian distance on…

Metric Geometry · Mathematics 2025-05-06 Jun Kitagawa , Cyril Letrouit , Quentin Mérigot

In this work we analyze regularized optimal transport problems in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, the aim is to find a transport plan, which is another Radon measure on the product of the…

Optimization and Control · Mathematics 2022-04-14 Dirk Lorenz , Hinrich Mahler

In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…

Optimization and Control · Mathematics 2019-02-14 Jean-Philippe Chancelier , Michel De Lara , Ponts Paristech

The classical (overdamped) Langevin dynamics provide a natural algorithm for sampling from its invariant measure, which uniquely minimizes an energy functional over the space of probability measures, and which concentrates around the…

Probability · Mathematics 2023-09-26 Giovanni Conforti , Daniel Lacker , Soumik Pal

In this paper, we study the Tsallis entropic regularized optimal transport in the continuous setting and establish fundamental results such as the $\Gamma$-convergence of the Tsallis regularized optimal transport to the Monge--Kantorovich…

Optimization and Control · Mathematics 2024-10-10 Takeshi Suguro , Toshiaki Yachimura

Under mild regularity assumptions, the transport problem is stable in the following sense: if a sequence of optimal transport plans $\pi_1, \pi_2, \ldots$ converges weakly to a transport plan $\pi$, then $\pi$ is also optimal (between its…

Probability · Mathematics 2020-12-22 Julio Backhoff-Veraguas , Gudmund Pammer

We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…

Optimization and Control · Mathematics 2025-07-21 Lénaïc Chizat , Alex Delalande , Tomas Vaškevičius

In this paper, we consider a well-known sparse optimization problem that aims to find a sparse solution of a possibly noisy underdetermined system of linear equations. Mathematically, it can be modeled in a unified manner by minimizing…

Optimization and Control · Mathematics 2021-10-01 Lei Yang , Xiaojun Chen , Shuhuang Xiang

In this work we propose to fit a sparse logistic regression model by a weakly convex regularized nonconvex optimization problem. The idea is based on the finding that a weakly convex function as an approximation of the $\ell_0$ pseudo norm…

Machine Learning · Computer Science 2018-05-23 Xinyue Shen , Yuantao Gu

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

The goal of the present work is three-fold. The first goal is to set foundational results on optimal transport in Lorentzian (pre-)length spaces, including cyclical monotonicity, stability of optimal couplings and Kantorovich duality…

Metric Geometry · Mathematics 2025-03-14 Fabio Cavalletti , Andrea Mondino

In this paper, we introduce methods from convex optimization to solve the multimarginal transport type problems arise in the context of density functional theory. Convex relaxations are used to provide outer approximation to the set of…

Optimization and Control · Mathematics 2018-08-15 Yuehaw Khoo , Lexing Ying

This paper analyzes the support of the conditional distribution of optimal martingale transport plans in higher dimension. In the context of a distance coupling in dimension larger than 2, previous results established by Ghoussoub, Kim &…

Probability · Mathematics 2018-11-07 Hadrien De March

Sharp lower and upper uniform estimates are obtained for fundamental frequencies of $p$-Laplace type operators generated by quadratic forms. Optimal constants are exhibited, rigidity of the upper estimate is proved, anisotropic…

Analysis of PDEs · Mathematics 2024-06-26 Raul Fernandes Horta , Marcos Montenegro
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