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We consider weak optimal problems (possibly entropically penalized) incorporating both soft and hard (including the case of the martingale condition) moment constraints. Even in the special case of the martingale optimal transport problem,…

最优化与控制 · 数学 2026-01-07 Guillaume Carlier , Hugo Malamut , Maxime Sylvestre

The left-invariant sub-Riemannian problem on the Engel group is considered. The problem gives the nilpotent approximation to generic nonholonomic systems in four-dimensional space with two-dimensional control, for instance to a system which…

微分几何 · 数学 2014-08-29 A. A. Ardentov , Yu. L. Sachkov

The time-discretized, spatially continuous generalized Euler equations are a prototype example of multi-marginal optimal transport, yet the question whether they exhibit mass-splitting (or equivalently, whether they have solutions that are…

偏微分方程分析 · 数学 2026-01-07 Gero Friesecke

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 show that the discrete Sinkhorn algorithm - as applied in the setting of Optimal Transport on a compact manifold - converges to the solution of a fully non-linear parabolic PDE of Monge-Ampere type, in a large-scale limit. The latter…

偏微分方程分析 · 数学 2020-06-29 Robert J. Berman

We introduce and study a new optimal transport problem on a bounded domain $\bar\Omega \subset \mathbb R^d$, defined via a dynamical Benamou-Brenier formulation. The model handles differently the motion in the interior and on the boundary,…

偏微分方程分析 · 数学 2021-01-05 Léonard Monsaingeon

In this paper, we study the optimal transportation for generalized Lagrangian $L=L(x, u,t)$, and consider the cost function as following: $$c(x, y)=\inf_{\substack{x(0)=x\\x(1)=y\\u\in\mathcal{U}}}\int_0^1L(x(s), u(x(s),s), s)ds.$$ Where…

动力系统 · 数学 2013-12-03 Ji Li , Jianlu Zhang

The ability to measure similarity between documents enables intelligent summarization and analysis of large corpora. Past distances between documents suffer from either an inability to incorporate semantic similarities between words or from…

机器学习 · 计算机科学 2019-11-05 Mikhail Yurochkin , Sebastian Claici , Edward Chien , Farzaneh Mirzazadeh , Justin Solomon

We will study variations in Sobolev spaces of optimal transport maps with the standard Gaussian measure as the reference measure. Some dimension free inequalities will be obtained. As application, we construct solutions to Monge-Ampere…

概率论 · 数学 2012-07-23 Shizan Fang , Vincent Nolot

We study the consequences of the equivalence between the least gradient problem and a boundary-to-boundary optimal transport problem in two dimensions. We extend the relationship between the two problems to their respective dual problems,…

偏微分方程分析 · 数学 2021-02-12 Wojciech Górny

It is well known that the quadratic-cost optimal transportation problem is formally equivalent to the second boundary value problem for the Monge-Amp\`ere equation. Viscosity solutions are a powerful tool for analysing and approximating…

偏微分方程分析 · 数学 2019-04-04 Brittany Froese Hamfeldt

Recent advances in large-scale optimal transport have greatly extended its application scenarios in machine learning. However, existing methods either not explicitly learn the transport map or do not support general cost function. In this…

计算机视觉与模式识别 · 计算机科学 2020-03-17 Guansong Lu , Zhiming Zhou , Jian Shen , Cheng Chen , Weinan Zhang , Yong Yu

We develop a numerical method for the martingale analogue of the Benamou--Brenier optimal transport problem, which seeks a martingale interpolating two prescribed marginals which is closest to the Brownian motion. Recent contributions have…

计算金融 · 定量金融 2026-03-10 Manuel Hasenbichler , Benjamin Joseph , Gregoire Loeper , Jan Obloj , Gudmund Pammer

This paper introduces a novel neural network-based approach to solving the Monge-Amp\`ere equation with the transport boundary condition, specifically targeted towards optical design applications. We leverage multilayer perceptron networks…

机器学习 · 计算机科学 2024-10-28 Roel Hacking , Lisa Kusch , Koondanibha Mitra , Martijn Anthonissen , Wilbert IJzerman

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

最优化与控制 · 数学 2012-11-29 Jonathan Korman , Robert J. McCann

We investigate finding a map $g$ within a function class $G$ that minimises an Optimal Transport (OT) cost between a target measure $\nu$ and the image by $g$ of a source measure $\mu$. This is relevant when an OT map from $\mu$ to $\nu$…

最优化与控制 · 数学 2025-08-20 Eloi Tanguy , Agnès Desolneux , Julie Delon

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…

概率论 · 数学 2025-11-27 Ivan Guo , Severin Nilsson , Johannes Wiesel

Let (X,L) be a (semi-) polarized complex projective variety and T a real torus acting holomorphically on X with moment polytope P. Given a probability density g on P we introduce a new type of Monge-Ampere measure on X, defined for singular…

微分几何 · 数学 2014-02-03 Robert J. Berman , David Witt Nystrom

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

We study a trajectory-planning problem whose solution path evolves by means of a Lie group action and passes near a designated set of target positions at particular times. This is a higher-order variational problem in optimal control,…

动力系统 · 数学 2014-03-05 Christopher L. Burnett , Darryl D. Holm , David M. Meier
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