A Lagrangian View of Flow Matching

Flow matching is a powerful tool for generative modeling, but emerging applications in robotics, planning, and physics require inference-time constraints on generated outputs. Such constraints are often complex and highly nonlinear. As a result, methods designed for linear constraints like image inpainting are rarely sufficient, and projection or optimization-based alternatives can be prohibitively expensive. In this paper, we introduce Lagrangian Dual Flows, a new family of constrained generation techniques based on Lagrangian dual dynamics. By simply flowing a dual co-state alongside generated samples, we can guarantee nonlinear constraint satisfaction without expensive optimization subproblems, pseudoinverses, or projection steps during the denoising process. The resulting constrained generation algorithms are simple, effective, and open new theoretical connections between flow matching and primal-dual methods in numerical optimization.

Flow matching models learn to transport samples from a simple prior distribution to a complex data distribution. When prior-data pairs are coupled via optimal transport (OT), the learned trajectories are straight and non-crossing, enabling fast, even single-step, generation. However, computing the OT coupling in high dimensions is intractable, and existing methods attempt to solve the OT problem, at the cost of persistent bias or significant overhead. Rather than solving for the OT coupling, we reformulate the problem. Once the prior is treated as a design choice rather than a fixed input, the OT coupling between prior and data is no longer unique. Many priors admit an OT-optimal identity coupling to the data, leaving us free to choose one that is also tractable to sample. We identify low-frequency projection of natural images as such a choice. The identity coupling between data and its low-frequency representation is empirically OT-optimal, the prior is structured enough to be sampled by a lightweight model at inference, and the remaining flow-matching task reduces to synthesizing high-frequency detail. Interpolating the prior with Gaussian noise further improves generation quality while preserving the OT coupling. The approach requires no modifications to the flow model itself, and integrates naturally with latent-space models, classifier-free guidance, and one-step generation frameworks. Across all benchmarks, our method reduces trajectory curvature by more than $2\times$ compared to existing flow matching methods, yielding better generation quality in the few-step regime.

Flow Matching (FM) is a simulation-free method for learning a continuous, invertible flow that interpolates between two distributions, and in particular generates data from noise. Inspired by the variational nature of the diffusion process as a gradient flow, we introduce a stepwise FM model, Local Flow Matching (LFM), which sequentially learns a sequence of FM submodels, each matching a diffusion process up to the time-step size in the data-to-noise direction. In each step, the two distributions to be interpolated by the sub-flow model are closer than those in the full-flow matching model, which interpolates data to noise distributions, enabling smaller models with more efficient training. This variational perspective also allows us to prove a theoretical generation guarantee for the proposed flow model in terms of the $χ^2$-divergence between the generated and true data distributions, leveraging the contraction property of the diffusion process. In practice, the stepwise structure of LFM is naturally amenable to model distillation, and various distillation techniques can be applied to accelerate generation. We empirically demonstrate that LFM achieves competitive generative performance compared to FM on unconditional generation of tabular and image datasets, and on conditional generation of robotic manipulation policies.