Constrained overdamped Langevin dynamics for symmetric multimarginal optimal transportation

DOI10.1142/S0218202522500105zbMath1485.65063arXiv2102.03091OpenAlexW3127278261MaRDI QIDQ5074802

Rafaël Coyaud, Aurélien Alfonsi, Virginie Ehrlacher

Publication date: 10 May 2022

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.03091

zbMATH Keywords

numerical methodmoment constraintsmultimarginal optimal transport

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic particle methods (65C35) Optimal transportation (49Q22)

Related Items (3)

Genetic Column Generation: Fast Computation of High-Dimensional Multimarginal Optimal Transport Problems ⋮ Switched diffusion processes for non-convex optimization and saddle points search ⋮ A Global Optimization Approach for Multimarginal Optimal Transport Problems with Coulomb Cost

Uses Software

• GloptiPoly

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