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
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
0 references
0 references
0 references
0 references
0 references