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We study couplings $q^\bullet$ of two equivariant random measures $\lambda^\bullet$ and $\mu^\bullet$ on a Riemannian manifold $(M,d,m)$. Given a cost function we ask for minimizers of the mean transportation cost per volume. In case the…

Probability · Mathematics 2012-06-19 Martin Huesmann

We study the convergence of divergence-regularized optimal transport as the regularization parameter vanishes. Sharp rates for general divergences including relative entropy or $L^{p}$ regularization, general transport costs and…

Optimization and Control · Mathematics 2023-06-22 Stephan Eckstein , Marcel Nutz

In this note we will adapt Topping's $\mathcal{L}$-optimal transportation theory for Ricci flow to a more general situation, i.e. to a closed manifold $(M,g_{ij}(t))$ evolving by $\partial_tg_{ij}=-2S_{ij}$, where $S_{ij}$ is a symmetric…

Differential Geometry · Mathematics 2009-09-14 Hong Huang

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

Probability · Mathematics 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

In its most general form, the optimal transport problem is an infinite-dimensional optimization problem, yet certain notable instances admit closed-form solutions. We identify the common source of this tractability as \textit{symmetry} and…

Optimization and Control · Mathematics 2026-05-22 Bahar Taskesen

Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…

Machine Learning · Computer Science 2024-06-21 Gen Li , Yanxi Chen , Yu Huang , Yuejie Chi , H. Vincent Poor , Yuxin Chen

In this note, we propose polynomial-time algorithms solving the Monge and Kantorovich formulations of the $\infty$-optimal transport problem in the discrete and finite setting. It is the first time, to the best of our knowledge, that…

Optimization and Control · Mathematics 2023-04-27 Meyer Scetbon

We investigate the minimum cost of a wide class of combinatorial optimization problems over random bipartite geometric graphs in $\mathbb{R}^d$ where the edge cost between two points is given by a $p$-th power of their Euclidean distance.…

Probability · Mathematics 2023-07-20 Michael Goldman , Dario Trevisan

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 consider the simultaneous optimal transportation of measures, where the target marginal is not necessarily fixed. For this problem, we prove the existence of a solution for completely regular spaces and investigate the structure of the…

Probability · Mathematics 2024-11-26 Kirill Sokolov

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…

Optimization and Control · Mathematics 2017-12-04 Johannes M. Schumacher

A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…

Optimization and Control · Mathematics 2018-01-23 Jonathan Korman , Robert J. McCann

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…

Optimization and Control · Mathematics 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

In this paper, we study the optimal transportation for generalized Lagrangian $L=L(x, u,t)$, and consider the cost function as following: $$c(x, y)=\inf_{\substack{x(0)=x\\x(1)=y\\u\in\mathcal{U}}}\int_0^1L(x(s), u(x(s),s), s)ds.$$ Where…

Dynamical Systems · Mathematics 2013-12-03 Ji Li , Jianlu Zhang

This article introduces a representation of dynamic meshes, adapted to some numerical simulations that require controlling the volume of objects with free boundaries, such as incompressible fluid simulation, some astrophysical simulations…

Fluid Dynamics · Physics 2022-01-26 Bruno Lévy

Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…

Probability · Mathematics 2021-04-23 Ariel Neufeld , Julian Sester

We study optimal transportation of measures on compact manifolds for costs defined from convex Lagrangians. We prove that optimal transportation can be interpolated by measured Lipschitz laminations, or geometric currents. The methods are…

Dynamical Systems · Mathematics 2007-05-23 Patrick Bernard , Boris Buffoni

Grogan et al [11,12] have recently proposed a solution to colour transfer by minimising the Euclidean distance L2 between two probability density functions capturing the colour distributions of two images (palette and target). It was shown…

Computer Vision and Pattern Recognition · Computer Science 2019-07-15 Rozenn Dahyot , Hana Alghamdi , Mairead Grogan

We propose an optimal solution to a deterministic dynamic assignment problem by leveraging connections to the theory of discrete optimal transport to convert the combinatorial assignment problem into a tractable linear program. We seek to…

Multiagent Systems · Computer Science 2019-10-25 Koray G. Kachar , Alex A. Gorodetsky

We investigate existence of dual optimizers in one-dimensional martingale optimal transport problems. While [BNT16] established such existence for weak (quasi-sure) duality, [BHP13] showed existence for the natural stronger pointwise…

Probability · Mathematics 2017-05-12 Mathias Beiglboeck , Tongseok Lim , Jan Obłój
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