Optimal Transport with Constraints: From Mirror Descent to Classical Mechanics.

Finding optimal trajectories for multiple traffic demands in a congested network is a challenging task. Optimal transport theory is a principled approach that has been used successfully to study various transportation problems. Its usage is limited by the lack of principled and flexible ways to incorporate realistic constraints. We propose a principled physics-based approach to impose constraints flexibly in optimal transport problems. Constraints are included in mirror descent dynamics using the D'Alembert-Lagrange principle from classical mechanics. This results in a sparse, local and linear approximation of the feasible set leading in many cases to closed-form updates.