Optimal Transport via a Monge--Ampère Optimization Problem

DOI10.1137/16M1071560zbMath1479.35395arXiv1603.07435OpenAlexW2310844257MaRDI QIDQ5349442

Yanir A. Rubinstein, Michael Lindsey

Publication date: 25 August 2017

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.07435

zbMATH Keywords

optimizationMonge-Ampère equationoptimal transport

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

Related Items (10)

A convergent finite difference method for optimal transport on the sphere ⋮ A convergence framework for optimal transport on the sphere ⋮ ON THE CONVERGENCE RATE OF POTENTIALS OF BRENIER MAPS ⋮ The second boundary value problem for a discrete Monge-Ampère equation ⋮ The Sinkhorn algorithm, parabolic optimal transport and geometric Monge-Ampère equations ⋮ A Scalable Deep Learning Approach for Solving High-Dimensional Dynamic Optimal Transport ⋮ Characterizations of Robust and Stable Duality for Linearly Perturbed Uncertain Optimization Problems ⋮ Convergence Framework for the Second Boundary Value Problem for the Monge--Ampère Equation ⋮ A finite element/operator-splitting method for the numerical solution of the two dimensional elliptic Monge-Ampère equation ⋮ Monge-Ampère iteration

Uses Software

• YALMIP
• Mosek
• DistMesh

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Discrete optimal transport: complexity, geometry and applications
• A sparse multiscale algorithm for dense optimal transport
• Numerical solution of the optimal transportation problem using the Monge-Ampère equation
• An iterative scheme for solving the optimal transportation problem
• An efficient approach for the numerical solution of the Monge-Ampère equation
• Some discretizations of geometric evolution equations and the Ricci iteration on the space of Kähler metrics
• Wide stencil finite difference schemes for the elliptic Monge-Ampère equation and functions of the eigenvalues of the Hessian
• On the numerical solution of the equation \(\frac{\partial ^ 2z\partial ^ 2z}{\partial x^ 2\partial y^ 2}-(\frac{\partial ^ 2z}{\partial x\partial y})^ 2=f\) and its discretizations. I
• The Dirichlet problem for the multidimensional Monge-Ampère equation
• The geometry of optimal transportation
• Numerical solution of the Monge--Ampère equation by a Newton's algorithm
• A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
• The Ricci iteration and its applications
• Recent Developments in Numerical Methods for Fully Nonlinear Second Order Partial Differential Equations
• Optimal Transport with Proximal Splitting
• An Efficient Numerical Method for the Solution of the $L_2$ Optimal Mass Transfer Problem
• A Numerical Algorithm forL₂Semi-Discrete Optimal Transport in 3D
• Polar factorization and monotone rearrangement of vector‐valued functions
• The Regularity of Mappings with a Convex Potential
• A Note on Landau's Problem for Bounded Intervals
• Variational Analysis
• Minimizing Flows for the Monge--Kantorovich Problem
• On the Time-Continuous Mass Transport Problem and Its Approximation by Augmented Lagrangian Techniques
• A Simple Mesh Generator in MATLAB
• Convergent Filtered Schemes for the Monge--Ampère Partial Differential Equation
• On discontinuity of planar optimal transport maps
• Convex Analysis
• Optimal Transport
• Convergence of set-valued mappings: Equi-outer semicontinuity

This page was built for publication: Optimal Transport via a Monge--Ampère Optimization Problem