Optimal transport: discretization and algorithms
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Publication:2235779
DOI10.1016/bs.hna.2020.10.001OpenAlexW3007691993MaRDI QIDQ2235779
Quentin Mérigot, Boris Thibert
Publication date: 21 October 2021
Full work available at URL: https://arxiv.org/abs/2003.00855
Numerical optimization and variational techniques (65K10) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Numerical methods in optimal control (49Mxx) Optimal transportation (49Q22)
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Multivariate ranks and quantiles using optimal transport: consistency, rates and nonparametric testing ⋮ Asymptotics for Semidiscrete Entropic Optimal Transport ⋮ Lagrangian Discretization of Variational Mean Field Games ⋮ A new implementation of the geometric method for solving the Eady slice equations ⋮ A fast solver for generalized optimal transport problems based on dynamical system and algebraic multigrid ⋮ Entropic optimal transport solutions of the semigeostrophic equations ⋮ Sensitivity analysis and tailored design of minimization diagrams ⋮ Regularization for Wasserstein distributionally robust optimization ⋮ Asymptotic optimality of the triangular lattice for a class of optimal location problems ⋮ Semi-discrete optimal transport methods for the semi-geostrophic equations ⋮ Intrinsic sparsity of Kantorovich solutions ⋮ Metasurfaces and optimal transport ⋮ A damped Newton algorithm for generated Jacobian equations
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