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Nonlinear Dynamical Unbalanced Optimal Transport: Relaxation and Duality

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arxiv 2504.03301 v1 pith:HQ3MPLAC submitted 2025-04-04 math.OC

Nonlinear Dynamical Unbalanced Optimal Transport: Relaxation and Duality

classification math.OC
keywords optimalcontroldualtransportdynamicalformulationproblemunbalanced
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In this paper, we introduce a generalized dynamical unbalanced optimal transport framework by incorporating limited control input and mass dissipation, addressing limitations in conventional optimal transport for control applications. We derive a convex dual of the problem using dual optimal control techniques developed before and during the 1990s, transforming the non-convex optimization into a more tractable form.At the core of this formulation is the smooth sub-solutions to an HJB equation. A first-order algorithm based on the dual formulation is proposed to solve the problem numerically.

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