Convergence of a Newton algorithm for semi-discrete optimal transport (Q2327700): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of a Newton algorithm for semi-discrete optimal transport |
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Convergence of a Newton algorithm for semi-discrete optimal transport (English)
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15 October 2019
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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.
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optimal transport
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Ma-Trudinger-Wang condition
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Laguerre tessellation
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