A Global Optimization Approach for Multi-Marginal Optimal Transport Problems with Coulomb Cost

主讲人 Speaker:刘歆
时间 Time:10:00-11:00 am. 2022-1-4
地点 Venue:Tencent Meeting ID:302-165-742

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Tencent Meeting ID:302-165-742


摘要 Abstract

In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding the strongly correlated quantum systems. With a Monge-like ansatz, the orginal high-dimensional problems are transferred into mathematical programmings with generalized complementarity constraints, and thus the curse of dimensionality is surmounted. However, the latter ones are themselves hard to deal with from both theoretical and practical perspective. Moreover in the presence of nonconvexity, brute-force searching for global solutions becomes prohibitive as the problem size grows large. To this end, we propose a global optimization approach for solving the nonconvex optimization problems, by exploiting an efficient proximal block coordinate descent local solver and an initialization subroutine based on hierarchical grid refinements. We provide numerical simulations on some typical physical systems to show the efficiency of our approach. The results match well with both theoretical predictions and physical intuitions, and give the first visualization of optimal transport maps for some two dimensional systems.


报告人介绍 Profile


2004年本科毕业于北京大学数学科学学院;2009年于中国科学院数学与系统科学研究院获得博士学位;毕业后留所工作至今。曾在德国Zuse Institute Berlin,美国Rice大学,美国纽约大学Courant研究所等科研院所长期访问。主要研究方向包括:流形优化、分布式优化、统计大数据分析、材料计算、机器学习等。2016年获得国家优秀青年科学基金;2016年获得中国运筹学会青年科技奖;2020年获得中国工业与应用数学学会应用数学青年科技奖;2021年获得国家杰出青年科学基金。目前担任《Mathematical Programming Computation》、《Journal of Computational Mathematics》、《Journal of Industrial and Management Optimization》等国内外期刊编委;并担任中国运筹学会常务理事,中国工业与应用数学会副秘书长。