arXiv subjects

Adrien Cances

Publications and source records attributed to Adrien Cances.

3 recordsLinked to original sources

arXiv2026

Ordinary differential equations for regularized variational problems involving semi-discrete optimal transport

We consider entropically regularized, semi-discrete versions of variational problems on the set of probability measures involving optimal transport as well as other terms. We prove that the solutions can be characterized by well-posed ordinary differential equations in the regularization parameter. The initial conditions for these equations, corresponding to solutions to completely regularized problems, are typically known explicitly. The ODE can then be solved to recover the solution for an arbitrary degree of regularization; we verify that the solution is continuous in the regularization parameter, implying that taking the limit of the trajectory yields the solution to the fully unregularized problem. We establish analogous results for a version of the problem when the non-optimal transport term is not scaled with the regularization parameter. We exploit our characterization to numerically solve several example problems using standard ODE methods; this strategy exhibits superior robustness to alternatives such as Newton's method, as arbitrary initializations are not required.

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arXiv2026

Particle method for a nonlinear multimarginal optimal transport problem

We study a nonlinear multimarginal optimal transport problem arising in risk management, where the objective is to maximize a spectral risk measure of the pushforward of a coupling by a cost function. Although this problem is inherently nonlinear, it is known to have an equivalent linear reformulation as a multimarginal transport problem with an additional marginal. We introduce a Lagrangian particle discretization of this problem, in which admissible couplings are approximated by uniformly weighted point clouds, and marginal constraints are enforced through Wasserstein penalization. We prove quantitative convergence results for this discretization as the number of particles tends to infinity. The convergence rate is shown to be governed by the uniform quantization error of an optimal solution, and can be bounded in terms of the geometric properties of its support, notably its box dimension. In the case of univariate marginals and supermodular cost functions, where optimal couplings are known to be comonotone, we obtain sharper convergence rates expressed in terms of the asymptotic quantization errors of the marginals themselves. We also discuss the particular case of conditional value at risk, for which the problem reduces to a multimarginal partial transport formulation. Finally, we illustrate our approach with numerical experiments in several application domains, including risk management and partial barycenters, as well as some artificial examples with a repulsive cost.

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arXiv2025

Unidimensional semi-discrete partial optimal transport

We study the semi-discrete formulation of one-dimensional partial optimal transport with quadratic cost, where a probability density is partially transported to a finite sum of Dirac masses of smaller total mass. This problem arises naturally in applications such as risk management, the modeling of crowd motion, and sliced partial transport algorithms for point cloud registration. Unlike higher-dimensional settings, the dual functional in the unidimensional case exhibits reduced regularity. To overcome this difficulty, we introduce a regularization procedure based on thickening the density along an auxiliary dimension. We prove that the maximizers of the regularized dual problem converge to those of the original dual problem, with quadratic rate in the introduced thickness. We further provide a numerical scheme that leverages the regularized functional, and we validate our analysis with simulations that confirm the quadratic convergence rate. Finally, we compare the semi-discrete and fully discrete settings, demonstrating that our approach offers both improved stability and computational efficiency for unidimensional partial transport problems.

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