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Dual descent methods are commonly used to solve network flow optimization problems, since their implementation can be distributed over the network. These algorithms, however, often exhibit slow convergence rates. Approximate Newton methods…

最优化与控制 · 数学 2015-03-25 Rasul Tutunov , Haitham Bou Ammar , Ali Jadbabaie

The classical method to solve a quadratic optimization problem with nonlinear equality constraints is to solve the Karush-Kuhn-Tucker (KKT) optimality conditions using Newton's method. This approach however is usually computationally…

最优化与控制 · 数学 2016-03-17 Tuan T. Nguyen , Mircea Lazar , Hans Butler

Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation inspires us to study a special type of OT problem and propose a…

最优化与控制 · 数学 2023-03-02 Yiling Xie , Yiling Luo , Xiaoming Huo

A primal-dual accelerated stochastic gradient descent with variance reduction algorithm (PDASGD) is proposed to solve linear-constrained optimization problems. PDASGD could be applied to solve the discrete optimal transport (OT) problem and…

机器学习 · 统计学 2023-05-31 Yiling Xie , Yiling Luo , Xiaoming Huo

Applications such as unbalanced and fully shuffled regression can be approached by optimizing regularized optimal transport (OT) distances, such as the entropic OT and Sinkhorn distances. A common approach for this optimization is to use a…

数值分析 · 数学 2024-10-22 Xingjie Li , Fei Lu , Molei Tao , Felix X. -F. Ye

This work establishes a framework for solving inverse boundary problems with the geodesic based quadratic Wasserstein distance ($W_{2}$). A general form of the Fr\'echet gradient is systematically derived by optimal transportation (OT)…

数值分析 · 数学 2022-10-31 Gang Bao , Yixuan Zhang

An optimal transport (OT) problem seeks to find the cheapest mapping between two distributions with equal total density, given the cost of transporting density from one place to another. Unbalanced OT allows for different total density in…

最优化与控制 · 数学 2025-07-28 Jacob J. M. Francis , Colin J. Cotter , Marion P. Mittermaier

Optimal transport (OT) is a versatile framework for comparing probability measures, with many applications to statistics, machine learning, and applied mathematics. However, OT distances suffer from computational and statistical scalability…

统计理论 · 数学 2022-06-08 Ziv Goldfeld , Kengo Kato , Gabriel Rioux , Ritwik Sadhu

Computational optimal transport (OT) has recently emerged as a powerful framework with applications in various fields. In this paper we focus on a relaxation of the original OT problem, the entropic OT problem, which allows to implement…

概率论 · 数学 2025-10-06 Giacomo Greco , Maxence Noble , Giovanni Conforti , Alain Durmus

Sliced Optimal Transport (SOT) is a rapidly developing branch of optimal transport (OT) that exploits the tractability of one-dimensional OT problems. By combining tools from OT, integral geometry, and computational statistics, SOT enables…

机器学习 · 统计学 2025-10-15 Khai Nguyen

The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the…

机器学习 · 统计学 2017-10-23 Aude Genevay , Gabriel Peyré , Marco Cuturi

Optimal transport (OT) is a powerful tool for measuring the distance between two defined probability distributions. In this paper, we develop a new manifold named the coupling matrix manifold (CMM), where each point on CMM can be regarded…

机器学习 · 计算机科学 2019-11-26 Dai Shi , Junbin Gao , Xia Hong , S. T. Boris Choy , Zhiyong Wang

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…

机器学习 · 计算机科学 2018-11-15 Marco Cuturi , Gabriel Peyré

We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…

数据结构与算法 · 计算机科学 2020-07-07 Yihe Dong , Yu Gao , Richard Peng , Ilya Razenshteyn , Saurabh Sawlani

We study the quadratically regularized optimal transport (QOT) problem for quadratic cost and compactly supported marginals $\mu$ and $\nu$. It has been empirically observed that the optimal coupling $\pi_\epsilon$ for the QOT problem has…

最优化与控制 · 数学 2024-10-07 Johannes Wiesel , Xingyu Xu

This paper proposes an efficient numerical optimization approach for solving dynamic optimal transport (DOT) problems on general smooth surfaces, computing both the quadratic Wasserstein distance and the associated transportation path.…

最优化与控制 · 数学 2025-06-11 Liang Chen , Youyicun Lin , Yuxuan Zhou

Ensuring fairness in matching algorithms is a key challenge in allocating scarce resources and positions. Focusing on Optimal Transport (OT), we introduce a novel notion of group fairness requiring that the probability of matching two…

Computing optimal transport (OT) distances such as the earth mover's distance is a fundamental problem in machine learning, statistics, and computer vision. In this paper, we study the problem of approximating the general OT distance…

数据结构与算法 · 计算机科学 2023-01-18 Zhao Song , Tianyi Zhou

In recent years, the machine learning community has increasingly embraced the optimal transport (OT) framework for modeling distributional relationships. In this work, we introduce a sample-based neural solver for computing the Wasserstein…

机器学习 · 计算机科学 2026-02-26 Hailiang Liu , Yan-Han Chen

Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent…

机器学习 · 计算机科学 2021-01-07 Silvia Chiappa , Aldo Pacchiano