Operations Research and Optimization

Optimal transportation with capacity constraints

Speaker: 
Robert McCann
Date: 
Wed, Aug 22, 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.

Convex Optimization

Author: 
Stephen Boyd
Date: 
Mon, Mar 1, 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: 
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