Convergence of a Newton algorithm for semi-discrete optimal transport
نویسندگان
چکیده
منابع مشابه
A Newton algorithm for semi-discrete optimal transport
Many problems in geometric optics or convex geometry can be recast as optimal transport problems and a popular way to solve these problems numerically is to assume that the source probability measure is absolutely continuous while the target measure is finitely supported. We introduce a damped Newton’s algorithm for this type of problems, which is experimentally efficient, and we establish its ...
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The Wasserstein metric or earth mover’s distance (EMD) is a useful tool in statistics, machine learning and computer science with many applications to biological or medical imaging, among others. Especially in the light of increasingly complex data, the computation of these distances via optimal transport is often the limiting factor. Inspired by this challenge, a variety of new approaches to o...
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ژورنال
عنوان ژورنال: Journal of the European Mathematical Society
سال: 2019
ISSN: 1435-9855
DOI: 10.4171/jems/889