相关论文: From Hopf-Lax formula to optimal weak transfer pla…

For $0<p<+\infty$, we prove a global $W^{2,p}$-estimate for potentials of optimal transport maps between convex domains in the plane. Among the tools developed for that purpose are obliqueness in general convex domains and estimates for the…

The goal of this paper is to study weak solutions of the Fokker-Planck equation. We first discuss existence and uniqueness of weak solutions in an irregular context, providing a unified treatment of the available literature along with some…

This paper firstly proposes a convex bilevel optimization paradigm to formulate and optimize popular learning and vision problems in real-world scenarios. Different from conventional approaches, which directly design their iteration schemes…

We provide a framework to approximate the 2-Wasserstein distance and the optimal transport map, amenable to efficient training as well as statistical and geometric analysis. With the quadratic cost and considering the Kantorovich dual form…

We provide a survey of recent results on model calibration by Optimal Transport. We present the general framework and then discuss the calibration of local, and local-stochastic, volatility models to European options, the joint VIX/SPX…

We consider an obstacle problem for (possibly non-local) wave equations, and we prove existence of weak solutions through a convex minimization approach based on a time discrete approximation scheme. We provide the corresponding numerical…

We perform the first tight convergence analysis of the gradient method with varying step sizes when applied to smooth hypoconvex (weakly convex) functions. Hypoconvex functions are smooth nonconvex functions whose curvature is bounded and…

We address the problem of minimizing a convex smooth function $f(x)$ over a compact polyhedral set $D$ given a stochastic zeroth-order constraint feedback model. This problem arises in safety-critical machine learning applications, such as…

We consider convex solutions of nonlinear elliptic equations which satisfy the structure condition of Bian-Guan. We prove a weak Harnack inequality for the eigenvalues of the Hessian of these solutions. This can be viewed as a quantitative…

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…

Given a convex set and an interior point close to the boundary, we prove the existence of a supporting hyperplane whose distance to the point is controlled, in a dimensionally quantified way, by the thickness of the convex set in the…

This tutorial summarizes recent advances in the convex relaxation of the optimal power flow (OPF) problem, focusing on structural properties rather than algorithms. Part I presents two power flow models, formulates OPF and their relaxations…

This paper develops a highly general convex duality framework for the perturbed utility route choice (PURC) model. We show that the traveler's constrained, potentially non-smooth utility maximization problem admits a dual formulation: an…

We extend recent computer-assisted design and analysis techniques for first-order optimization over structured functions--known as performance estimation--to apply to structured sets. We prove "interpolation theorems" for smooth and…

We establish weak limits for the empirical entropy regularized optimal transport cost, the expectation of the empirical plan and the conditional expectation. Our results require only uniform boundedness of the cost function and no…

Robust control seeks stabilizing policies that perform reliably under adversarial disturbances, with $\mathcal{H}_\infty$ control as a classical formulation. It is known that policy optimization of robust $\mathcal{H}_\infty$ control…

We present and analyze an away-step Frank-Wolfe method for the convex optimization problem ${\min}_{x\in\mathcal{X}} \; f(\mathsf{A} x) + \langle{c},{x}\rangle$, where $f$ is a $\theta$-logarithmically-homogeneous self-concordant barrier,…

The fundamental theorem of classical optimal transport establishes strong duality and characterizes optimizers through a complementary slackness condition. Milestones such as Brenier's theorem and the Kantorovich-Rubinstein formula are…

In this work we focus our attention on distributed optimization problems in the context where the communication time between the server and the workers is non-negligible. We obtain novel methods supporting bidirectional compression (both…

Energy-transport equations for the transport of fermions in optical lattices are formally derived from a Boltzmann transport equation with a periodic lattice potential in the diffusive limit. The limit model possesses a formal gradient-flow…