Convergence of a Newton algorithm for semi-discrete optimal transport (Q2327700): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 1603.05579 / rank | |||
Normal rank | |||
Latest revision as of 05:12, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of a Newton algorithm for semi-discrete optimal transport |
scientific article |
Statements
Convergence of a Newton algorithm for semi-discrete optimal transport (English)
0 references
15 October 2019
0 references
The paper studies numerical solutions to semi-discrete optimal transport problems in the setting that the source probability measure is absolutely continuous while the target measure is finitely supported. The authors introduce the damped Newton algorithm and give global linear convergence under the assumption of regularity and strong monotonicity of the gradient of the Kantorovich functional. The results are detailed and self-contained.
0 references
optimal transport
0 references
Ma-Trudinger-Wang condition
0 references
Laguerre tessellation
0 references
