2019
DOI: 10.4171/jems/889
|View full text |Cite
|
Sign up to set email alerts
|

Convergence of a Newton algorithm for semi-discrete optimal transport

Abstract: A popular way to solve optimal transport 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 in this setting, which is experimentally efficient, and we establish its global linear convergence for cost functions satisfying an assumption that appears in the regularity theory for optimal transport.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

2
209
0

Year Published

2019
2019
2022
2022

Publication Types

Select...
4
2

Relationship

0
6

Authors

Journals

citations
Cited by 96 publications
(211 citation statements)
references
References 24 publications
2
209
0
Order By: Relevance
“…. As proved in [17], the constant C appearing in (Diff-2-b) depends on the minimal angle between the intersection of two competition zones e ik and e il . This constant is non-zero since there is a finite number of such intersections and it drives the C 2,α regularity of the function g.…”
Section: The Euclidean Casementioning
confidence: 88%
See 3 more Smart Citations
“…. As proved in [17], the constant C appearing in (Diff-2-b) depends on the minimal angle between the intersection of two competition zones e ik and e il . This constant is non-zero since there is a finite number of such intersections and it drives the C 2,α regularity of the function g.…”
Section: The Euclidean Casementioning
confidence: 88%
“…Letting s goes to zero shows that lim 0 + r(t) exists and is equal to α f (0) which proves lemma 1.1. Proof of lemma 1.2 The proof of this proposition owes so much to [17], proposition 3.2 that we even take the same notations. Consider the following partition of Li(t) ∩ L k (t) :…”
Section: Proof Of Lemmatamentioning
confidence: 96%
See 2 more Smart Citations
“…Lebesgue while the other one is discrete, the transport problem can be reduced to a finite-dimensional convex problem whose number of unknowns scales with the cardinality of the support of the discrete distribution. Leveraging tools from computational geometry, this semi-discrete problem can be solved efficiently up to fairly large scale when the cost is Euclidean [Aurenhammer et al 1998;De Goes et al 2012;Kitagawa et al 2016;Lévy 2015;Mérigot 2011].…”
Section: Semi-discrete Optimal Transportmentioning
confidence: 99%