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Operations Research and Optimization

Optimal transportation with capacity constraints

Speaker: 
Robert McCann
Date: 
Wed, Aug 22, 2012 to Thu, Aug 23, 2012
Location: 
PIMS, University of British Columbia
Conference: 
PIMS/UBC Distinguished Lecture Series
Abstract: 

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 given cost function. Here we consider a variation of this problem by imposing an upper bound constraining the joint measures, namely: among all joint measures with fixed marginals and dominated by a fixed measure, find the optimal one. After computing illustrative examples, we given conditions guaranteeing uniqueness of the optimizer and initiate a study of its properties. Based on a preprint arXived with Jonathan Korman.

Class: 
Scientific
Subject: 
Mathematics
Operations Research and Optimization
Applied Mathematics

Convex Optimization

Author: 
Stephen Boyd
Date: 
Tue, Mar 2, 2004
Location: 
University of British Columbia, Vancouver, Canada
Conference: 
IAM-PIMS Distinguished Colloquium Series
Abstract: 

A state-of-the art review of convex optimization with various applications.

Notes: 
PDF icon Boyd_Stephen.pdf
Class: 
Scientific
Subject: 
Operations Research and Optimization