Fast iterative solvers for an optimal transport problem

DOI10.1007/S10444-018-9625-5zbMATH Open1415.65070arXiv1801.04172OpenAlexW2964256575WikidataQ129476580 ScholiaQ129476580MaRDI QIDQ2000482FDOQ2000482

John W. Pearson, Roland Herzog, Martin Stoll

Publication date: 28 June 2019

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Abstract: Optimal transport problems pose many challenges when considering their numerical treatment. We investigate the solution of a PDE-constrained optimisation problem subject to a particular transport equation arising from the modelling of image metamorphosis. We present the nonlinear optimisation problem, and discuss the discretisation and treatment of the nonlinearity via a Gauss--Newton scheme. We then derive preconditioners that can be used to solve the linear systems at the heart of the (Gauss--)Newton method. With the optical flow in mind, we further propose the reduction of dimensionality by choosing a radial basis function discretisation that uses the centres of superpixels as the collocation points. Again, we derive suitable preconditioners that can be used for this formulation.

Full work available at URL: https://arxiv.org/abs/1801.04172

zbMATH Keywords

optimal transportpreconditioningoptical flowsaddle point systemsKrylov subspace solverPDE-constrained optimisationtime-dependent PDE-constrained optimisation

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Computing methodologies for image processing (68U10) Initial value problems for first-order hyperbolic systems (35L45) Existence theories for optimal control problems involving partial differential equations (49J20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

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