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Multimarginal optimal transport (MOT) has gained increasing attention in recent years, notably due to its relevance in machine learning and statistics, where one seeks to jointly compare and align multiple probability distributions. This…

最优化与控制 · 数学 2026-01-27 Yehya Cheryala , Mokhtar Z. Alaya , Salim Bouzebda

A remarkable connection between optimal design and Monge transport was initiated in the years 1997 in the context of the minimal elastic compliance problem and where the euclidean metric cost was naturally involved. In this paper we present…

最优化与控制 · 数学 2022-02-02 Karol Bołbotowski , Guy Bouchitté

Kantorovich potentials denote the dual solutions of the renowned optimal transportation problem. Uniqueness of these solutions is relevant from both a theoretical and an algorithmic point of view, and has recently emerged as a necessary…

最优化与控制 · 数学 2024-12-12 Thomas Staudt , Shayan Hundrieser , Axel Munk

The duality theory of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:X\times…

最优化与控制 · 数学 2010-09-07 Mathias Beiglboeck , Christian Leonard , Walter Schachermayer

We consider symmetric multi-marginal Kantorovich optimal transport problems on finite state spaces with uniform-marginal constraint. These problems consist of minimizing a linear objective function over a high-dimensional polytope, here…

偏微分方程分析 · 数学 2021-10-29 Daniela Vögler

We consider the Monge-Kantorovich problem between two random measuress. More precisely, given probability measures $\mathbb{P}_1,\mathbb{P}_2\in\mathcal{P}(\mathcal{P}(M))$ on the space $\mathcal{P}(M)$ of probability measures on a smooth…

概率论 · 数学 2024-10-10 Pedram Emami , Brendan Pass

In this paper, we establish a Kantorovich duality for weak optimal total variation transport problems. As consequences, we recover a version of duality formula for partial optimal transports established by Caffarelli and McCann; and we also…

最优化与控制 · 数学 2021-01-19 Nhan-Phu Chung , Thanh-Son Trinh

We present a systematic study of conditional triangular transport maps in function spaces from the perspective of optimal transportation and with a view towards amortized Bayesian inference. More specifically, we develop a theory of…

最优化与控制 · 数学 2024-02-07 Bamdad Hosseini , Alexander W. Hsu , Amirhossein Taghvaei

We study a multi-marginal optimal transportation problem with a cost function of the form $c(x_{1}, \ldots,x_{m})=\sum_{k=1}^{m-1}|x_{k}-x_{k+1}|^{2} + |x_{m}- F(x_{1})|^{2}$, where $F: \mathbb{R}^n \rightarrow \mathbb{R}^n$. When $m=4$,…

最优化与控制 · 数学 2020-01-13 Brendan Pass , Adolfo Vargas-Jiménez

We consider the optimal transportation problem on a globally hyperbolic spacetime for some cost function $c_2$, which corresponds to the optimal transportation problem on a complete Riemannian manifold where the cost function is the…

最优化与控制 · 数学 2025-06-10 Alec Metsch

In this work we analyze regularized optimal transport problems in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, the aim is to find a transport plan, which is another Radon measure on the product of the…

最优化与控制 · 数学 2022-04-14 Dirk Lorenz , Hinrich Mahler

We consider Monge-Kantorovich optimal transport problems on $\mathbb{R}^d$, $d\ge 1$, with a convex cost function given by the cumulant generating function of a probability measure. Examples include the Wasserstein-2 transport whose cost…

概率论 · 数学 2017-08-29 Soumik Pal

This is an expository paper describing how duality theory for Hessian manifolds provides a natural setting for optimal transport. We explain how this can be used to solve Monge-Amp\`ere equations and survey recent results along these lines…

微分几何 · 数学 2023-06-22 Jakob Hultgren

Inspired by the matching of supply to demand in logistical problems, the optimal transport (or Monge--Kantorovich) problem involves the matching of probability distributions defined over a geometric domain such as a surface or manifold. In…

最优化与控制 · 数学 2018-05-02 Justin Solomon

The classical Kantorovich-Rubinstein duality guarantees coincidence between metrics on the space of probability distributions defined on the one hand via transport plans (couplings) and on the other hand via price functions. Both…

计算机科学中的逻辑 · 计算机科学 2026-02-17 Paul Wild , Lutz Schröder , Karla Messing , Barbara König , Jonas Forster

Let $X,Y$ be two finite sets of points having $\#X = m$ and $\#Y = n$ points with $\mu = (1/m) \sum_{i=1}^{m} \delta_{x_i}$ and $\nu = (1/n) \sum_{j=1}^{n} \delta_{y_j}$ being the associated uniform probability measures. A result of…

最优化与控制 · 数学 2022-06-02 Bamdad Hosseini , Stefan Steinerberger

In the first part of the paper we briefly decribe the classical problem, raised by Monge in 1781, of optimal transportation of mass. We discuss also Kantorovich's weak solution of the problem, which leads to general existence results, to a…

偏微分方程分析 · 数学 2007-05-23 Luigi Ambrosio

We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…

最优化与控制 · 数学 2018-07-09 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

The duality theory of the Monge-Kantorovich transport problem is investigated in an abstract measure theoretic framework. Let $(\mathcal{X},\mathcal{F},\mu)$ and $(\mathcal{Y},\mathcal{G},\nu)$ be any probability spaces and…

概率论 · 数学 2019-07-17 Pietro Rigo

The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…

概率论 · 数学 2013-08-02 Christian Léonard