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We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…

Optimization and Control · Mathematics 2024-08-29 X. Zuo , S. Osher , W. Li

Training neural networks requires significant computational resources and energy. Methods like mixed-precision and quantization-aware training reduce bit usage, yet they still depend heavily on computationally expensive gradient-based…

Machine Learning · Computer Science 2025-09-30 Noa Cohen , Omkar Joglekar , Dotan Di Castro , Vladimir Tchuiev , Shir Kozlovsky , Michal Moshkovitz

We introduce a technique that enables Neural-ODEs to approximate arbitrary velocity fields with a priori planted fixed-points. Specifically, a recipe is given to explicitly accommodate for a finite collection of points in the reference…

Disordered Systems and Neural Networks · Physics 2026-05-12 Feliciano Giuseppe Pacifico , Duccio Fanelli , Lorenzo Buffoni , Lorenzo Chicchi , Diego Febbe , Raffaele Marino

We introduce the proximal optimal transport divergence, a novel discrepancy measure that interpolates between information divergences and optimal transport distances via an infimal convolution formulation. This divergence provides a…

Optimization and Control · Mathematics 2025-08-11 Ricardo Baptista , Panagiota Birmpa , Markos A. Katsoulakis , Luc Rey-Bellet , Benjamin J. Zhang

Optimal transport is a framework that facilitates the most efficient allocation of a limited amount of resources. However, the most efficient allocation scheme does not necessarily preserve the most fairness. In this paper, we establish a…

Optimization and Control · Mathematics 2021-04-01 Jason Hughes , Juntao Chen

This paper reviews gradient-based techniques to solve bilevel optimization problems. Bilevel optimization is a general way to frame the learning of systems that are implicitly defined through a quantity that they minimize. This…

Machine Learning · Computer Science 2023-05-26 Nicolas Zucchet , João Sacramento

We propose an optimization proxy in terms of iterative implicit gradient methods for solving constrained optimization problems with nonconvex loss functions. This framework can be applied to a broad range of machine learning settings,…

Optimization and Control · Mathematics 2025-10-14 Harshal D. Kaushik , Ming Jin

Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…

Optimization and Control · Mathematics 2019-04-10 Rui Zhang , Quanyan Zhu

Graduated optimization is a global optimization technique that is used to minimize a multimodal nonconvex function by smoothing the objective function with noise and gradually refining the solution. This paper experimentally evaluates the…

Machine Learning · Computer Science 2024-12-17 Naoki Sato , Hideaki Iiduka

We consider ultraweak variational formulations for (parametrized) linear first order transport equations in time and/or space. Computationally feasible pairs of optimally stable trial and test spaces are presented, starting with a suitable…

Numerical Analysis · Mathematics 2019-02-27 Julia Brunken , Kathrin Smetana , Karsten Urban

We present a neural framework for learning conditional optimal transport (OT) maps between probability distributions. Our approach introduces a conditioning mechanism capable of processing both categorical and continuous conditioning…

Machine Learning · Computer Science 2026-04-02 Carlos Rodriguez-Pardo , Leonardo Chiani , Emanuele Borgonovo , Massimo Tavoni

The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…

Probability · Mathematics 2013-08-02 Christian Léonard

We study non-convex subgradient flows for training two-layer ReLU neural networks from a convex geometry and duality perspective. We characterize the implicit bias of unregularized non-convex gradient flow as convex regularization of an…

Machine Learning · Computer Science 2021-10-14 Yifei Wang , Mert Pilanci

Recent advances in large-scale optimal transport have greatly extended its application scenarios in machine learning. However, existing methods either not explicitly learn the transport map or do not support general cost function. In this…

Computer Vision and Pattern Recognition · Computer Science 2020-03-17 Guansong Lu , Zhiming Zhou , Jian Shen , Cheng Chen , Weinan Zhang , Yong Yu

We present a general method, based on conjugate duality, for solving a convex minimization problem without assuming unnecessary topological restrictions on the constraint set. It leads to dual equalities and characterizations of the…

Optimization and Control · Mathematics 2016-08-16 Christian Léonard

We study the fundamental computational problem of approximating optimal transport (OT) equations using neural differential equations (Neural ODEs). More specifically, we develop a novel framework for approximating unbalanced optimal…

Numerical Analysis · Mathematics 2026-05-21 Minh-Nhat Phung , Minh-Binh Tran

We propose a unified data-driven framework based on inverse optimal transport that can learn adaptive, nonlinear interaction cost function from noisy and incomplete empirical matching matrix and predict new matching in various matching…

Machine Learning · Statistics 2018-11-01 Ruilin Li , Xiaojing Ye , Haomin Zhou , Hongyuan Zha

Gradient descent and coordinate descent are well understood in terms of their asymptotic behavior, but less so in a transient regime often used for approximations in machine learning. We investigate how proper initialization can have a…

Machine Learning · Computer Science 2017-06-14 Hadi Daneshmand , Hamed Hassani , Thomas Hofmann

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

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