相关论文: Efficient preconditioners for solving dynamical op…

We extend the Benamou-Brenier formula from classical optimal transport to weak optimal transport and show that the barycentric optimal transport problem studied by Gozlan and Juillet has a dynamic analogue. We also investigate a martingale…

In classical optimal transport, the contributions of Benamou-Brenier and McCann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of applications in other mathematical areas.…

In this article, we propose and study a stochastic and relaxed preconditioned Douglas--Rachford splitting method to solve saddle-point problems that have separable dual variables. We prove the almost sure convergence of the iteration…

Since more than three decades, interior-point methods proved very useful for optimization, from linear over semidefinite to conic (and partly beyond non-convex) programming; despite the fact that already in the semidefinite case (even when…

Optimal transport has recently been brought forward as a tool for modeling and efficiently solving a variety of flow problems, such as origin-destination problems and multi-commodity flow problems. Although the framework has shown to be…

We present a method to approximately solve general instances of combinatorial optimization problems using the physical dynamics of 3d rotors obeying Landau-Lifshitz-Gilbert dynamics. Conventional techniques to solve discrete optimization…

In this work, we present an approach to minimizing the time necessary for the end-effector of a redundant robot manipulator to traverse a Cartesian path by optimizing the trajectory of its joints. Each joint has limits in the ranges of…

This article presents the first complete application of a quantum time-marching algorithm for simulating multidimensional linear transport phenomena with arbitrary boundaries, whereby the success probabilities are problem intrinsic. The…

In this work, we aim at efficiently solving a parametrized family of optimal transport problems by using model order reduction methods. We propose a reduced-order model by adding to the primal (respectively dual) version of the…

We investigate optimal mass transport problem of affine-nonlinear dynamical systems with input and density constraints. Three algorithms are proposed to tackle this problem, including two Uzawa-type methods and a splitting algorithm based…

In this paper, we aim at solving the Biot model under stabilized finite element discretizations. To solve the resulting generalized saddle point linear systems, some iterative methods are proposed and compared. In the first method, we apply…

We have presented a fast method for solving a specific type of block four-by-four saddlepoint problem arising from the finite element discretization of the generalized 3D Stokes problem. We analyze the eigenvalue distribution and the…

This paper considers a class of convex optimization problems where both, the objective function and the constraints, have a continuously varying dependence on time. Our goal is to develop an algorithm to track the optimal solution as it…

We propose a novel exact algorithm for the transportation problem, one of the paradigmatic network optimization problems. The algorithm, denoted Iterated Inside Out, requires in input a basic feasible solution and is composed by two main…

We investigate optimal stopping problems for systems driven by the Brownian sheet. Our analysis is divided into two parts. In the first part we derive explicit solutions to two optimal stopping problems for the exponentially discounted…

Considering uncertainties and disturbances is an important, yet challenging, step in successful decision making. The problem becomes more challenging in safety-constrained environments. In this paper, we propose a robust and safe trajectory…

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

In this paper we consider multiple saddle point problems with block tridiagonal Hessian in a Hilbert space setting. Well-posedness and the related issue of preconditioning are discussed. We give a characterization of all block structured…

We study a tensor optimal transport (TOT) problem for $d\ge 2$ discrete measures. This is a linear programming problem on $d$-tensors. We introduces an interior point method (ipm) for $d$-TOT with a corresponding barrier function. Using a…

B* is a novel optimization framework that addresses a critical challenge in fixed-base manipulator robotics: optimal base placement. Current methods rely on pre-computed kinematics databases generated through sampling to search for…