Convergence of a Newton algorithm for semi-discrete optimal transport (Q2327700)

From MaRDI portal
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
    0 references
    0 references
    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
    0 references
    optimal transport
    0 references
    Ma-Trudinger-Wang condition
    0 references
    Laguerre tessellation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references