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We present an efficient algorithm for regularized optimal transport. In contrast to previous methods, we use the Douglas-Rachford splitting technique to develop an efficient solver that can handle a broad class of regularizers. The…

Machine Learning · Computer Science 2023-05-31 Jacob Lindbäck , Zesen Wang , Mikael Johansson

Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…

Machine Learning · Statistics 2026-02-05 Ferdinand Genans , Olivier Wintenberger

We analyze two algorithms for approximating the general optimal transport (OT) distance between two discrete distributions of size $n$, up to accuracy $\varepsilon$. For the first algorithm, which is based on the celebrated Sinkhorn's…

Data Structures and Algorithms · Computer Science 2018-06-08 Pavel Dvurechensky , Alexander Gasnikov , Alexey Kroshnin

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment provide interpretable geometric frameworks for comparing, transforming, and aggregating heterogeneous datasets -- tasks ubiquitous in data science and machine learning. Because…

Machine Learning · Computer Science 2025-12-04 Sanjit Dandapanthula , Aleksandr Podkopaev , Shiva Prasad Kasiviswanathan , Aaditya Ramdas , Ziv Goldfeld

This paper studies the distributed minimax optimization problem over networks. To enhance convergence performance, we propose a distributed optimistic gradient tracking method, termed DOGT, which solves a surrogate function that captures…

Optimization and Control · Mathematics 2025-09-01 Yan Huang , Jinming Xu , Jiming Chen , Karl Henrik Johansson

This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast…

Machine Learning · Computer Science 2023-12-25 Anh Duc Nguyen , Tuan Dung Nguyen , Quang Minh Nguyen , Hoang H. Nguyen , Lam M. Nguyen , Kim-Chuan Toh

Mobile robotic platforms are an indispensable tool for various scientific and industrial applications. Robots are used to undertake missions whose execution is constrained by various factors, such as the allocated time or their remaining…

Robotics · Computer Science 2018-01-12 Nikolaos Tsiogkas , David M. Lane

Reasonable setting of traffic signals can be very helpful in alleviating congestion in urban traffic networks. Meta-heuristic optimization algorithms have proved themselves to be able to find high-quality signal timing plans. However, they…

Neural and Evolutionary Computing · Computer Science 2021-03-04 Yongsheng Liang , Zhigang Ren , Lin Wang , Hanqing Liu , Wenhao Du

We present a GPU-accelerated method for muon transport based on histogram sampling that delivers orders of magnitude faster performance than CPU-based Geant4 simulation. Our method employs precomputed histograms of momentum loss and…

Computational Physics · Physics 2025-12-12 Luis Felipe P. Cattelan , Shah Rukh Qasim , Patrick H. Owen , Nicola Serra

DC Optimal Power Flow (DCOPF) is a key operational tool for power system operators, and it is embedded as a subproblem in many challenging optimization problems (e.g., line switching). However, traditional CPU-based solve routines (e.g.,…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Seide Saba Rafiei , Samuel Chevalier

The discrete optimal transport (OT) problem, which offers an effective computational tool for comparing two discrete probability distributions, has recently attracted much attention and played essential roles in many modern applications.…

Optimization and Control · Mathematics 2024-05-20 Di Hou , Ling Liang , Kim-Chuan Toh

This paper develops a computational framework for Multi-Period Martingale Optimal Transport (MMOT), addressing convergence rates, algorithmic efficiency, and financial calibration. Our contributions include: (1) Theoretical analysis: We…

Computational Finance · Quantitative Finance 2026-04-21 Sri Sairam Gautam B

In this paper, we introduce a neural network-based method to address the high-dimensional dynamic unbalanced optimal transport (UOT) problem. Dynamic UOT focuses on the optimal transportation between two densities with unequal total mass,…

Optimization and Control · Mathematics 2024-09-23 Wei Wan , Jiangong Pan , Yuejin Zhang , Chenglong Bao , Zuoqiang Shi

Optimization has been widely used to generate smooth trajectories for motion planning. However, existing trajectory optimization methods show weakness when dealing with large-scale long trajectories. Recent advances in parallel computing…

Robotics · Computer Science 2025-07-18 Jiajun Yu , Nanhe Chen , Guodong Liu , Chao Xu , Fei Gao , Yanjun Cao

This work develops a compute-efficient algorithm to tackle a fundamental problem in transportation: that of urban travel demand estimation. It focuses on the calibration of origin-destination travel demand input parameters for…

Multiagent Systems · Computer Science 2024-12-19 Suyash Vishnoi , Akhil Shetty , Iveel Tsogsuren , Neha Arora , Carolina Osorio

In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…

Optimization and Control · Mathematics 2017-09-27 Pavel Dvurechensky , Alexander Gasnikov , Sergey Omelchenko , Alexander Tiurin

In computational science and data analytics, many workloads involve irregular and sparse computations that are inherently difficult to optimize for modern hardware. A key kernel is Sparse General Matrix-Matrix Multiplication (SpGEMM), which…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-22 Yifan Li , Giulia Guidi

Neural network-based optimal transport (OT) is a recent and fruitful direction in the generative modeling community. It finds its applications in various fields such as domain translation, image super-resolution, computational biology and…

Machine Learning · Computer Science 2026-02-25 Roman Tarasov , Petr Mokrov , Milena Gazdieva , Evgeny Burnaev , Alexander Korotin

Numerically solving multi-marginal optimal transport (MMOT) problems is computationally prohibitive, even for moderate-scale instances involving $l\ge4$ marginals with support sizes of $N\ge1000$. The cost in MMOT is represented as a tensor…

Numerical Analysis · Mathematics 2026-04-03 Chunhui Chen , Jing Chen , Baojia Luo , Shi Jin , Hao Wu

Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…

Data Structures and Algorithms · Computer Science 2025-01-14 Sina Moradi
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