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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

Optimal transport (OT) is a widely used tool in machine learning, but computing high-accuracy solutions for large instances remains costly. Entropic regularization and the Sinkhorn algorithm improve scalability; however, when the…

机器学习 · 计算机科学 2026-05-12 Di Wu , Ling Liang , Haizhao Yang

Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…

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

This survey has been written in occasion of the School and Workshop about Optimal Transport on Quantum Structures at Erd\"os Center in September 2022. We discuss some recent results on noncommutative entropic optimal transport problems and…

数学物理 · 物理学 2023-10-17 Lorenzo Portinale

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

The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges in its solution. In particular, the OT problem defines a…

最优化与控制 · 数学 2022-10-25 Nazarii Tupitsa , Pavel Dvurechensky , Darina Dvinskikh , Alexander Gasnikov

By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…

数值分析 · 数学 2023-02-07 Christoph Strössner , Daniel Kressner

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

In this note, we generalize the classical optimal partial transport (OPT) problem by modifying the mass destruction/creation term to function-based terms, introducing what we term ``generalized optimal partial transport'' problems. We then…

最优化与控制 · 数学 2024-07-10 Yikun Bai

The emergence of huge-scale, data-intensive linear optimization (LO) problems in applications such as machine learning has driven the need for more computationally efficient interior point methods (IPMs). While conventional IPMs are…

We consider the optimal control problem of steering an agent population to a desired distribution over an infinite horizon. This is an optimal transport problem over dynamical systems, which is challenging due to its high computational…

最优化与控制 · 数学 2023-01-18 Kaito Ito , Kenji Kashima

The growing demand for solving large-scale, data-intensive linear and conic optimization problems, particularly in applications such as artificial intelligence and machine learning, has highlighted the limitations of classical interior…

We study two fundamental optimization problems: (1) scaling a symmetric positive definite matrix by a positive diagonal matrix so that the resulting matrix has row and column sums equal to 1; and (2) minimizing a quadratic function subject…

数据结构与算法 · 计算机科学 2025-04-30 Adrian Vladu

We study the multi-marginal partial optimal transport (POT) problem between $m$ discrete (unbalanced) measures with at most $n$ supports. We first prove that we can obtain two equivalence forms of the multimarginal POT problem in terms of…

机器学习 · 统计学 2022-02-25 Khang Le , Huy Nguyen , Tung Pham , Nhat Ho

This article introduces a new notion of optimal transport (OT) between tensor fields, which are measures whose values are positive semidefinite (PSD) matrices. This "quantum" formulation of OT (Q-OT) corresponds to a relaxed version of the…

图形学 · 计算机科学 2017-07-25 Gabriel Peyré , Lenaïc Chizat , François-Xavier Vialard , Justin Solomon

We provide a computational complexity analysis for the Sinkhorn algorithm that solves the entropic regularized Unbalanced Optimal Transport (UOT) problem between two measures of possibly different masses with at most $n$ components. We show…

计算复杂性 · 计算机科学 2020-11-20 Khiem Pham , Khang Le , Nhat Ho , Tung Pham , Hung Bui

In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the induced primal-dual regularization, the authors propose to…

最优化与控制 · 数学 2023-07-12 Stefano Cipolla , Jacek Gondzio , Filippo Zanetti

Optimal transportation distances are a fundamental family of parameterized distances for histograms. Despite their appealing theoretical properties, excellent performance in retrieval tasks and intuitive formulation, their computation…

机器学习 · 统计学 2014-03-25 Marco Cuturi

This paper studies the Partial Optimal Transport (POT) problem between two unbalanced measures with at most $n$ supports and its applications in various AI tasks such as color transfer or domain adaptation. There is hence the need for fast…

机器学习 · 计算机科学 2023-12-25 Anh Duc Nguyen , Tuan Dung Nguyen , Quang Minh Nguyen , Hoang H. Nguyen , Lam M. Nguyen , Kim-Chuan Toh
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