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This paper studies the equitable and optimal transport (EOT) problem, which has many applications such as fair division problems and optimal transport with multiple agents etc. In the discrete distributions case, the EOT problem can be…

最优化与控制 · 数学 2021-10-04 Minhui Huang , Shiqian Ma , Lifeng Lai

This work introduces novel computational methods for entropic optimal transport (OT) problems under martingale-type conditions. The considered problems include the discrete martingale optimal transport (MOT) problem. Moreover, as the…

最优化与控制 · 数学 2025-08-26 Xun Tang , Michael Shavlovsky , Holakou Rahmanian , Tesi Xiao , Lexing Ying

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

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…

最优化与控制 · 数学 2023-10-31 Shmuel Friedland

This paper deals with Interior Point Methods (IPMs) for Optimal Control Problems (OCPs) with pure state and mixed constraints. This paper establishes a complete proof of convergence of IPMs for a general class of OCPs. Convergence results…

最优化与控制 · 数学 2024-06-19 Paul Malisani

Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…

Optimal Transport (OT) is being widely used in various fields such as machine learning and computer vision, as it is a powerful tool for measuring the similarity between probability distributions and histograms. In previous studies, OT has…

机器学习 · 统计学 2020-06-17 Yasunori Akagi , Yusuke Tanaka , Tomoharu Iwata , Takeshi Kurashima , Hiroyuki Toda

In this paper we present a novel numerical method for computing local minimizers of twice smooth differentiable non-linear programming (NLP) problems. So far all algorithms for NLP are based on either of the following three principles:…

数值分析 · 数学 2018-03-06 Martin Neuenhofen

Regularizing the optimal transport (OT) problem has proven crucial for OT theory to impact the field of machine learning. For instance, it is known that regularizing OT problems with entropy leads to faster computations and better…

机器学习 · 统计学 2020-08-04 François-Pierre Paty , Marco Cuturi

We propose a fast algorithm to approximate the optimal transport distance. The main idea is to add a Fisher information regularization into the dynamical setting of the problem, originated by Benamou and Brenier. The regularized problem is…

数值分析 · 数学 2018-11-29 Wuchen Li , Penghang Yin , Stanley Osher

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

This work concerns the zeroth-order global minimization of continuous nonconvex functions with a unique global minimizer and possibly multiple local minimizers. We formulate a theoretical framework for inexact proximal point (IPP) methods…

最优化与控制 · 数学 2025-06-03 Minxin Zhang , Fuqun Han , Yat Tin Chow , Stanley Osher , Hayden Schaeffer

Point sets matching problems can be handled by optimal transport. The mechanism behind it is that optimal transport recovers the point-to-point correspondence associated with the least curl deformation. Optimal transport is a special form…

最优化与控制 · 数学 2023-02-17 Janith Wijesinghe , Pengwen Chen

We present a novel reduced-order Model (ROM) that leverages optimal transport (OT) theory and displacement interpolation to enhance the representation of nonlinear dynamics in complex systems. While traditional ROM techniques face…

This paper addresses the problem of Unbalanced Optimal Transport (UOT) in which the marginal conditions are relaxed (using weighted penalties in lieu of equality) and no additional regularization is enforced on the OT plan. In this context,…

最优化与控制 · 数学 2021-06-09 Laetitia Chapel , Rémi Flamary , Haoran Wu , Cédric Févotte , Gilles Gasso

In the last fifteen years a significant progress was achieved by considering an entropic relaxation of the classical multi-partite optimal transport problem (MPOTP). The entropic relaxation gives rise to the rescaling problem of a given…

最优化与控制 · 数学 2025-11-12 Shmuel Friedland

We consider entropically regularized, semi-discrete versions of variational problems on the set of probability measures involving optimal transport as well as other terms. We prove that the solutions can be characterized by well-posed…

最优化与控制 · 数学 2026-04-07 Adrien Cances , Luca Nenna , Daniyar Omarov , Brendan Pass

Optimal transport (OT) distances are finding evermore applications in machine learning and computer vision, but their wide spread use in larger-scale problems is impeded by their high computational cost. In this work we develop a family of…

机器学习 · 统计学 2018-03-06 Brahim Khalil Abid , Robert M. Gower

We address the optimization problem in a data-driven variational reconstruction framework, where the regularizer is parameterized by an input-convex neural network (ICNN). While gradient-based methods are commonly used to solve such…

最优化与控制 · 数学 2025-10-24 Matthias J. Ehrhardt , Subhadip Mukherjee , Hok Shing Wong

This paper investigates a general class of problems in which a lower bounded smooth convex function incorporating $\ell_{0}$ and $\ell_{2,0}$ regularization is minimized over a box constraint. Although such problems arise frequently in…

最优化与控制 · 数学 2025-11-26 Yuge Ye , Qingna Li