An efficient augmented Lagrangian method for dynamic optimal transport based on second-order cone programming

发布者:刘茜茜发布时间:2026-04-27浏览次数:10

江苏省应用数学(中国矿业大学)中心系列学术报告


报告题目:An efficient augmented Lagrangian method for dynamic optimal transport based on second-order cone programming

人:亮 副教授(湖南大学

报告时间:2026/04/28 14:30

报告地点:腾讯会议465-593-316

摘  要:This talk introduces an efficient numerical approach to solve dynamic optimal transport (DOT) problems with quadratic cost in Euclidean spaces (using staggered grid discretization) or on surfaces (using a triangular mesh for space together with a staggered grid for time). Building on the convex DOT model of Benamou and Brenier, we reformulate the discretized dual DOT problem to a linear second-order cone programming (SOCP) problem. Then, by taking advantage of the SOCP reformulation, we can solve them efficiently by a computationally highly economical implementation of an inexact symmetric Gauss-Seidel decomposition-based proximal augmented Lagrangian method, which converges to a Karush-Kuhn-Tucker solution without any additional assumptions. Implemented as open-source software packages, the proposed approach demonstrates robustness, effectiveness, and superior computational efficiency in extensive numerical experiments on various datasets, achieving a several-fold speed-up over the state-of-the-art solvers.