Bachelor/Master Seminar:

Optimal Transport - from analysis to numerical methods

WS 2023/24

Lecturer:  Prof. Dr. Martin Huesmann
 Prof. Dr. Benedikt Wirth

Information on the seminar

Time, location: to be determined
Content: For a few decades mathematicians have now been interested in the field of optimal transport, which has manifold applications, e.g.\ in data science, phyics, image processing, or logistics. While it was originally developed for applications, by now it also became a mathematical tool that connects several mathematical disciplines: PDE analysis, optimization, stochastics, numerics, and geometry increasingly use and extend the concept. The basic question is how some amount of material can be transported from (multiple) sources to (multiple) sinks at the lowest possible transport costs. The topic particularly gained importance due to new interpretations of statistical learning or partial differential equations via optimal transport and due to novel algorithms that allow an efficient numerical approximation of optimal transport.
Prerequisites:  Analysis I-III; a specialization in a module on one of the fields numerics, analysis, probability theory, geometry will be helpful.
Organizational meeting:  We., 05.07.2023, 14:00-15:00, Orléansring 12, room 120.029/030 (seminar room Applied Mathematics).
In case you missed that meeting, but are interested nevertheless, please let us know by e-mail.
Learnweb: Learnweb-course SeminarHuesmannWirth-2023_2
Requirements:  Presentation of 60-90 minutes and up to 10 pages handout for your peers (it should be shown to us and discussed with us at least a week before the presentation)
Topics:  We will discuss chapters from textbooks (Peyré, Cuturi: Computational Optimal Transport) as well as research articles on those topics. Here you find an exemplary list of topics:
  1. Introduction to optimal transport.
    Peyré & Cuturi Kap. 2
  2. (Classical) solution via linear optimization.
    Peyré & Cuturi Kap. 3
  3. Entropic regularization (variant of optimal transport allowing an efficient solution).
    Peyré & Cuturi Kap. 4
  4. Semi-discrete and Wasserstein-1-transport.
    Peyré & Cuturi Kap. 5-6
  5. Dynamic formulation.
    Peyré & Cuturi Kap. 7
  6. Use in statistics.
    Peyré & Cuturi Kap. 8
  7. Variant of optimal transport in which only (readily solvable) one-dimensional transport problems are solved.
    Bai, Schmitzer, Thorpe, Kolouri: Sliced Optimal Partial Transport
  8. Domain decomposition methods for computation of optimal transport.
    Bonafini, Medina, Schmitzer: Asymptotic analysis of domain decomposition for optimal transport
  9. Domain decomposition methods for computation of entropically regularized optimal transport.
    Bonafini, Schmitzer: Domain decomposition for entropy regularized optimal transport
  10. Manifold tricks in the implementation and convergence analysis of regularized optimal transport.
    Schmitzer: Stabilized Sparse Scaling Algorithms for Entropy Regularized Transport Problems
  11. Solution with genetic algorithms (which identify the support of the coupling measure).
    Friesecke, Schulz, Vögler: Genetic column generation: Fast computation of high-dimensional multi-marginal optimal transport problems
    or
    Friesecke, Penka: The GenCol algorithm for high-dimensional optimal transport: general formulation and application to barycenters and Wasserstein splines
  12. Convergence for the above genetic algorithm.
    Friesecke, Penka: Convergence proof for the GenCol algorithm in the case of two-marginal optimal transport
  13. Error estimates for numerically computed optimal transport.
    Bartels, Hertzog: Error bounds for discretized optimal transport and its reliable efficient numerical solution
  14. Stochastic optimization for optimal transport in high dimensions.
    Aude, Cuturi, Peyré, Bach: Stochastic Optimization for Large-scale Optimal Transport
  15. ...