An iterative scheme for solving the optimal transportation problem
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Abstract: We demonstrate an iterative scheme to approximate the optimal transportation problem with a discrete target measure under certain standard conditions on the cost function. Additionally, we give a finite upper bound on the number of iterations necessary for the scheme to terminate, in terms of the error tolerance and number of points in the support of the discrete target measure.
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Cited in
(24)- A Newton algorithm for semidiscrete optimal transport with storage fees
- On the numerical solution of the near field refractor problem
- Optimal transport: discretization and algorithms
- Approximation properties of slice-matching operators
- A damped Newton algorithm for generated Jacobian equations
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- Optimal transport via a Monge-Ampère optimization problem
- An overview of mathematical modeling of geometric optics problems involving refraction
- Fast iterative solvers for an optimal transport problem
- A stochastic multi-layer algorithm for semi-discrete optimal transport with applications to texture synthesis and style transfer
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- Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing
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