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Let $X$ and $Y$ be domains of $\mathbb{R}^n$ equipped with respective probability measures $\mu$ and $ \nu$. We consider the problem of optimal transport from $\mu$ to $\nu$ with respect to a cost function $c: X \times Y \to \mathbb{R}$. To…

最优化与控制 · 数学 2020-05-27 Gabriel Khan , Jun Zhang

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…

最优化与控制 · 数学 2018-01-23 Jonathan Korman , Robert J. McCann

Optimal mass transport is described by an approximation of transport cost via semi-discrete costs. The notions of optimal partition and optimal strong partition are given as well. We also suggest an algorithm for computation of Optimal…

数值分析 · 数学 2015-02-17 Gershon Wolansky

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

We introduce a new non-linear optimal transport formulation for a pair of probability measures on $\mathbb{R}^d$ sharing a common barycentre, in which admissible transference plans satisfy two martingale-type constraints. This bi-martingale…

概率论 · 数学 2025-11-03 Karol Bołbotowski

We study the optimal transport problem in sub-Riemannian manifolds where the cost function is given by the square of the sub-Riemannian distance. Under appropriate assumptions, we generalize Brenier-McCann's Theorem proving existence and…

最优化与控制 · 数学 2009-10-15 Alessio Figalli , Ludovic Rifford

It is well-known that the optimal transport problem on the real line for the classical distance cost may not have a unique solution. In this paper we recover uniqueness by considering the transport problems where the costs are a power…

概率论 · 数学 2019-07-02 Nicolas Juillet

We discuss methods of Optimal Transportation Theory and its relations to problems in quantum mechanics. This essentially means that the cost function is some Hamiltonian $H(q,p)$ on a phase space (symplectic manifold), and the marginal…

数学物理 · 物理学 2018-08-20 Kurt Pagani

We introduce a new variant of the weak optimal transport problem where mass is distributed from one space to the other through unnormalized kernels. We give sufficient conditions for primal attainment and prove a dual formula for this…

泛函分析 · 数学 2024-04-22 Philippe Choné , Nathael Gozlan , Francis Kramarz

The optimal transport problem is studied in the context of Lorentz-Finsler geometry. For globally hyperbolic Lorentz-Finsler spacetimes the first Kantorovich problem and the Monge problem are solved. Further the intermediate regularity of…

微分几何 · 数学 2018-04-20 Stefan Suhr

$c$-cyclical monotonicity is the most important optimality condition for an optimal transport plan. While the proof of necessity is relatively easy, the proof of sufficiency is often more difficult or even elusive. We present here a new…

最优化与控制 · 数学 2022-12-19 Luigi De Pascale , Anna Kausamo

We formulate an optimal transport problem for matrix-valued density functions. This is pertinent in the spectral analysis of multivariable time-series. The "mass" represents energy at various frequencies whereas, in addition to a usual…

系统与控制 · 计算机科学 2013-04-16 Lipeng Ning , Tryphon T. Georgiou , Allen Tannenbaum

We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…

理论经济学 · 经济学 2026-04-06 Koji Yokote

We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem…

数值分析 · 数学 2018-07-19 Jean-David Benamou , Vincent Duval

Suppose that $c(x,y)$ is the cost of transporting a unit of mass from $x\in X$ to $y\in Y$ and suppose that a mass distribution $\mu$ on $X$ is transported optimally (so that the total cost of transportation is minimal) to the mass…

泛函分析 · 数学 2014-05-20 Sedi Bartz , Simeon Reich

Multi-marginal optimal transport plans are concentrated on c-splitting sets. It is known that, similar to the two-marginal case, c-splitting sets are c-cyclically monotone. Within a suitable framework, the converse implication was very…

最优化与控制 · 数学 2017-03-07 Sedi Bartz , Heinz H. Bauschke , Xianfu Wang

A recent paper by Cordero-Erausquin and Klartag provides a characterization of the measures $\mu$ on $\R^d$ which can be expressed as the moment measures of suitable convex functions $u$, i.e. are of the form $(\nabla u)\_\\#e^{- u}$ for…

泛函分析 · 数学 2015-07-16 Filippo Santambrogio

We investigate the optimal mass transport problem associated to the following "ballistic" cost functional on phase space $M\times M^*$, $$ b_T(v, x):=\inf\{\langle v, \gamma (0)\rangle +\int_0^TL(\gamma (t), {\dot \gamma}(t))\, dt, \gamma…

偏微分方程分析 · 数学 2017-06-13 Nassif Ghoussoub

We study the most common image and informal description of the optimal transport problem for quadratic cost, also known as the second boundary value problem for the Monge--Amp\`{e}re equation -- What is the most efficient way to fill a hole…

偏微分方程分析 · 数学 2022-07-12 Yash Jhaveri , Ovidiu Savin

We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish $\Gamma$-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects…

偏微分方程分析 · 数学 2023-02-24 Guillaume Carlier , Camilla Brizzi , Luigi De Pascale