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Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their…

最优化与控制 · 数学 2022-10-17 Christian Kanzow , Theresa Lechner

The optimal transport (OT) problem and its related problems have attracted significant attention and have been extensively studied in various applications. In this paper, we focus on a class of group-quadratic regularized OT problems which…

最优化与控制 · 数学 2024-04-04 Lei Yang , Ling Liang , Hong T. M. Chu , Kim-Chuan Toh

We propose a volumetric formulation for computing the Optimal Transport problem defined on surfaces in $\mathbb{R}^3$, found in disciplines like optics, computer graphics, and computational methodologies. Instead of directly tackling the…

数值分析 · 数学 2024-05-16 Richard Tsai , Axel G. R. Turnquist

We develop a new interior-point method (IPM) for symmetric-cone optimization, a common generalization of linear, second-order-cone, and semidefinite programming. In contrast to classical IPMs, we update iterates with a geodesic of the cone…

最优化与控制 · 数学 2023-01-18 Frank Permenter

This paper introduces a novel double regularization scheme for bilevel optimization problems whose lower-level problem is composite and convex, but not necessarily strongly convex, in the lower-level variable. The analysis focuses on the…

最优化与控制 · 数学 2026-02-06 Mattia Solla , Johannes O. Royset

We propose Log-Averaged Mirror Prox (LAMP), a linear-space primal-dual method for large-scale optimal transport. LAMP implements primal mirror prox updates by tracking an averaged dual sequence, reducing storage complexity from ${O}(nm)$ to…

最优化与控制 · 数学 2026-05-12 Matthew X. Burns , Jiaming Liang

We address the convergence problem in learning the Optimal Transport (OT) map, where the OT Map refers to a map from one distribution to another while minimizing the transport cost. Semi-dual Neural OT, a widely used approach for learning…

机器学习 · 计算机科学 2026-02-03 Jaemoo Choi , Jaewoong Choi , Dohyun Kwon

We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between $m$ discrete probability distributions supported each on $n$…

机器学习 · 统计学 2022-02-23 Tianyi Lin , Nhat Ho , Marco Cuturi , Michael I. Jordan

We analyze continuous optimal transport problems in the so-called Kantorovich form, where we seek a transport plan between two marginals that are probability measures on compact subsets of Euclidean space. We consider the case of…

最优化与控制 · 数学 2020-10-28 Christian Clason , Dirk A. Lorenz , Hinrich Mahler , Benedikt Wirth

The discrete optimal transport (OT) problem, which offers an effective computational tool for comparing two discrete probability distributions, has recently attracted much attention and played essential roles in many modern applications.…

最优化与控制 · 数学 2024-05-20 Di Hou , Ling Liang , Kim-Chuan Toh

In this paper, we present a motion planning framework for multi-modal vehicle dynamics. Our proposed algorithm employs transcription of the optimization objective function, vehicle dynamics, and state and control constraints into sparse…

机器人学 · 计算机科学 2021-07-07 L. Lao Beyer , N. Balabanska , E. Tal , S. Karaman

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

机器学习 · 统计学 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

We propose a technique for interpolating between probability distributions on discrete surfaces, based on the theory of optimal transport. Unlike previous attempts that use linear programming, our method is based on a dynamical formulation…

偏微分方程分析 · 数学 2018-09-20 Hugo Lavenant , Sebastian Claici , Edward Chien , Justin Solomon

In this paper we generalize the Interior Point-Proximal Method of Multipliers (IP-PMM) presented in [An Interior Point-Proximal Method of Multipliers for Convex Quadratic Programming, Computational Optimization and Applications, 78,…

最优化与控制 · 数学 2021-09-09 Spyridon Pougkakiotis , Jacek Gondzio

Selecting input features of top relevance has become a popular method for building self-explaining models. In this work, we extend this selective rationalization approach to text matching, where the goal is to jointly select and align text…

机器学习 · 计算机科学 2020-05-28 Kyle Swanson , Lili Yu , Tao Lei

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 study the problem of optimal multi-robot path planning (MPP) on graphs. We propose two multiflow based integer linear programming (ILP) models that computes minimum last arrival time and minimum total distance solutions…

机器人学 · 计算机科学 2015-03-20 Jingjin Yu , Steven M. LaValle

Optimal transport (OT) is a popular tool in machine learning to compare probability measures geometrically, but it comes with substantial computational burden. Linear programming algorithms for computing OT distances scale cubically in the…

机器学习 · 计算机科学 2022-03-24 Gaspard Beugnot , Aude Genevay , Kristjan Greenewald , Justin Solomon

In this paper, we present an approach to enhance and improve the current normal map rendering technique. Our algorithm is based on semi-discrete Optimal Mass Transportation (OMT) theory and has a solid theoretical base. The key difference…

图形学 · 计算机科学 2020-04-22 Hui Zhao , Kehua Su , Ming Ma , Na Lei , Li Cui , Xianfeng Gu

The optimal mass transport problem gives a geometric framework for optimal allocation, and has recently gained significant interest in application areas such as signal processing, image processing, and computer vision. Even though it can be…

最优化与控制 · 数学 2018-02-07 Johan Karlsson , Axel Ringh