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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…

最优化与控制 · 数学 2024-04-01 Joshua Zoen-Git Hiew , Luca Nenna , Brendan Pass

In this paper, we show that unbalanced optimal transport provides a convenient framework to handle reaction and diffusion processes in a unified metric framework. We use a constructive method, alternating minimizing movements for the…

偏微分方程分析 · 数学 2017-04-18 Thomas Gallouët , Maxime Laborde , Léonard Monsaingeon

This article studies problems of optimal transport, by embedding them in a general functional analytic framework of convex optimization. This provides a unified treatment of a large class of related problems in probability theory and allows…

概率论 · 数学 2017-10-31 Teemu Pennanen , Ari-Pekka Perkkiö

The penalization method is used to take account of obstacles, such as the limiter, in a tokamak. Because of the magnetic confinement of the plasma in a tokamak, the transport occurs essentially in the direction parallel to the magnetic…

数值分析 · 数学 2014-03-05 Philippe Angot , Thomas Auphan , Olivier Guès

Recently a Dynamic-Monge-Kantorovich formulation of the PDE-based $L^1$-optimal transport problem was presented. The model considers a diffusion equation enforcing the balance of the transported masses with a time-varying conductivity that…

数值分析 · 数学 2020-05-11 Enrico Facca , Franco Cardin , Mario Putti

We discuss the Monge problem of mass transportation in the framework of stochastic thermodynamics and revisit the problem of the Landauer limit for finite-time thermodynamics, a problem that got the interest of Krzysztof Gawedzki in the…

统计力学 · 物理学 2022-09-16 Jean-Pierre Eckmann , Carlos Mejia-Monasterio

Capacity constrained optimal transport is a variant of optimal transport, which adds extra constraints on the set of feasible couplings in the original optimal transport problem to limit the mass transported between each pair of source and…

最优化与控制 · 数学 2025-02-13 Tianhao Wu , Qihao Cheng , Zihao Wang , Chaorui Zhang , Bo Bai , Zhongyi Huang , Hao Wu

The modeling of phenomenological structure is a crucial aspect in inverse imaging problems. One emerging modeling tool in computational imaging is the optimal transport framework. Its ability to model geometric displacements across an…

图像与视频处理 · 电气工程与系统科学 2020-05-12 John Lee , Nicholas P. Bertrand , Christopher J. Rozell

We discuss equations associated to Cournot-Nash Equilibria as put forward recently by Blanchet and Carlier. These equations are related to an optimal transport problem in which the source measure is known, but the target measure is part of…

偏微分方程分析 · 数学 2016-01-20 Micah Warren

An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions $\mu$ and $\nu$, known only through a finite set of independent samples $(x_i)_{i=1..N}$ and $(y_j)_{j=1..M}$. The methodology…

最优化与控制 · 数学 2019-02-20 Montacer Essid , Debra Laefer , Esteban G. Tabak

This paper deals with dynamical optimal transport metrics defined by spatial discretisation of the Benamou--Benamou formula for the Kantorovich metric $W_2$. Such metrics appear naturally in discretisations of $W_2$-gradient flow…

偏微分方程分析 · 数学 2020-01-24 Peter Gladbach , Eva Kopfer , Jan Maas , Lorenzo Portinale

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…

最优化与控制 · 数学 2019-02-20 Amirhossein Taghvaei , Amin Jalali

We address the Monge problem in metric spaces with a geodesic distance: (X, d) is a Polish space and dN is a geodesic Borel distance which makes (X,dN) a possibly branching geodesic space. We show that under some assumptions on the…

概率论 · 数学 2012-10-01 Fabio Cavalletti

The optimal transport problem has recently developed into a powerful framework for various applications in estimation and control. Many of the recent advances in the theory and application of optimal transport are based on regularizing the…

最优化与控制 · 数学 2021-03-12 Isabel Haasler , Axel Ringh , Yongxin Chen , Johan Karlsson

We introduce the von Neumann entropy regularization of Unbalanced Non-commutative Optimal Transport, specifically Non-commutative Optimal Transport between semi-definite positive matrices (not necessarily with trace one). We prove the…

最优化与控制 · 数学 2024-02-28 Augusto Gerolin , Nataliia Monina

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…

最优化与控制 · 数学 2026-05-22 Bahar Taskesen

We consider the problem of optimal approximation of a target measure by an atomic measure with $N$ atoms, in branched optimal transport distance. This is a new branched transport version of optimal quantization problems. New difficulties…

最优化与控制 · 数学 2025-04-01 Paul Pegon , Mircea Petrache

Regularising the primal formulation of optimal transport (OT) with a strictly convex term leads to enhanced numerical complexity and a denser transport plan. Many formulations impose a global constraint on the transport plan, for instance…

机器学习 · 计算机科学 2023-10-05 Hugues Van Assel , Titouan Vayer , Remi Flamary , Nicolas Courty

The recently developed bag-of-paths (BoP) framework consists in setting a Gibbs-Boltzmann distribution on all feasible paths of a graph. This probability distribution favors short paths over long ones, with a free parameter (the temperature…

社会与信息网络 · 计算机科学 2019-04-25 Guillaume Guex , Ilkka Kivimäki , Marco Saerens

This paper presents a unified framework for smooth convex regularization of discrete optimal transport problems. In this context, the regularized optimal transport turns out to be equivalent to a matrix nearness problem with respect to…

机器学习 · 统计学 2018-07-17 Arnaud Dessein , Nicolas Papadakis , Jean-Luc Rouas