Fast iterative solvers for an optimal transport problem
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Publication:2000482
optimal transportpreconditioningoptical flowsaddle point systemsKrylov subspace solverPDE-constrained optimisationtime-dependent PDE-constrained optimisation
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)
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.
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