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We prove discrete-to-continuum convergence for dynamical optimal transport on $\mathbb{Z}^d$-periodic graphs with energy density having linear growth at infinity. This result provides an answer to a problem left open by Gladbach, Kopfer,…

最优化与控制 · 数学 2026-05-20 Lorenzo Portinale , Filippo Quattrocchi

Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…

最优化与控制 · 数学 2018-05-02 Justin Solomon

Multi-marginal optimal transport (MOT) is a generalization of optimal transport to multiple marginals. Optimal transport has evolved into an important tool in many machine learning applications, and its multi-marginal extension opens up for…

机器学习 · 计算机科学 2021-12-07 Jiaojiao Fan , Isabel Haasler , Johan Karlsson , Yongxin Chen

The Gromov--Wasserstein problem is a non-convex optimization problem over the polytope of transportation plans between two probability measures supported on two spaces, each equipped with a cost function evaluating similarities between…

最优化与控制 · 数学 2024-07-30 Théo Dumont , Théo Lacombe , François-Xavier Vialard

Consider the set of probability measures with given marginal distributions on the product of two complete, separable metric spaces, seen as a correspondence when the marginal distributions vary. In problems of optimal transport, continuity…

风险管理 · 定量金融 2020-09-29 Mario Ghossoub , David Saunders

This note exposes the differential topology and geometry underlying some of the basic phenomena of optimal transportation. It surveys basic questions concerning Monge maps and Kantorovich measures: existence and regularity of the former,…

最优化与控制 · 数学 2018-01-23 Robert J McCann

We study the convergence rate of Sinkhorn's algorithm for solving entropy-regularized optimal transport problems when at least one of the probability measures, $\mu$, admits a density over $\mathbb{R}^d$. For a semi-concave cost function…

最优化与控制 · 数学 2025-07-21 Lénaïc Chizat , Alex Delalande , Tomas Vaškevičius

In this paper, we address the numerical solution to the multimarginal optimal transport (MMOT) with pairwise costs. MMOT, as a natural extension from the classical two-marginal optimal transport, has many important applications including…

最优化与控制 · 数学 2023-07-21 Bohan Zhou , Matthew Parno

In this paper, we study the Minimum Weight Pairwise Distance Preservers (MWPDP) problem. Consider a positively weighted undirected/directed connected graph $G = (V, E, c)$ and a subset $P$ of pairs of vertices, also called demand pairs. A…

数据结构与算法 · 计算机科学 2020-07-16 Mojtaba Abdolmaleki , Yafeng Yin , Neda Masoud

In order to circumvent the difficulties in solving numerically the discrete optimal transport problem, in which one minimizes the linear target function $P\mapsto\langle C,P\rangle:=\sum_{i,j}C_{ij}P_{ij}$, Cuturi introduced a variant of…

最优化与控制 · 数学 2020-11-30 Daiji Tsutsui

We provide a solution to the problem of optimal transport by Brownian martingales in general dimensions whenever the transport cost satisfies certain subharmonic properties in the target variable, as well as a stochastic version of the…

偏微分方程分析 · 数学 2020-10-07 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

The Maximum Carpool Matching problem is a star packing problem in directed graphs. Formally, given a directed graph $G = (V, A)$, a capacity function $ c: V \to N $, and a weight function $w : A \to R $, a feasible \emph{carpool matching}…

离散数学 · 计算机科学 2016-12-06 Gilad Kutiel

We focus on Optimal Transport PDE on the unit sphere $\mathbb{S}^2$ with a particular type of cost function $c(x,y) = F(x \cdot y, x \cdot \hat{e}, y \cdot \hat{e})$ which we call cost functions with preferential direction, where $\hat{e}…

偏微分方程分析 · 数学 2024-07-11 Axel G. R. Turnquist

We study Sinkhorn's algorithm for solving the entropically regularized optimal transport problem. Its iterate $\pi_{t}$ is shown to satisfy $H(\pi_{t}|\pi_{*})+H(\pi_{*}|\pi_{t})=O(t^{-1})$ where $H$ denotes relative entropy and $\pi_{*}$…

最优化与控制 · 数学 2025-04-08 Promit Ghosal , Marcel Nutz

We show that the average cost for the traveling-salesman problem in two dimensions, which is the archetypal problem in combinatorial optimization, in the bipartite case, is simply related to the average cost of the assignment problem with…

无序系统与神经网络 · 物理学 2018-10-03 Riccardo Capelli , Sergio Caracciolo , Andrea Di Gioacchino , Enrico M. Malatesta

Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…

概率论 · 数学 2025-03-11 Soumik Pal , Bodhisattva Sen , Ting-Kam Leonard Wong

We consider a matching problem in a bipartite graph $G$ where every vertex has a capacity and a strict preference order on its neighbors. Furthermore, there is a cost function on the edge set. We assume $G$ admits a perfect matching, i.e.,…

数据结构与算法 · 计算机科学 2024-11-04 Telikepalli Kavitha , Kazuhisa Makino

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…

概率论 · 数学 2024-11-26 Kirill Sokolov

Given a set of vertices $V$ with $|V| = n$, a weight vector $w \in (\mathbb{R}^+ \cup \{ 0 \})^{\binom{V}{2}}$, and a probability vector $x \in [0, 1]^{\binom{V}{2}}$ in the matching polytope, we study the quantity $\frac{E_{G}[…

数据结构与算法 · 计算机科学 2017-10-18 Guru Guruganesh , Euiwoong Lee

We exhibit a surprising relationship between elliptic gradient systems of PDEs, multi-marginal Monge-Kantorovich optimal transport problem, and multivariable Hardy-Littlewood inequalities. We show that the notion of an orientable elliptic…

偏微分方程分析 · 数学 2013-08-22 Nassif Ghoussoub , Brendan Pass