Solution of Optimal Transportation Problems Using a Multigrid Linear Programming Approach

Solution of Optimal Transportation Problems Using a Multigrid Linear Programming Approach

Year:    2020

Author:    Adam M. Oberman, Yuanlong Ruan

Journal of Computational Mathematics, Vol. 38 (2020), Iss. 6 : pp. 933–951

Abstract

We compute and visualize solutions to the Optimal Transportation (OT) problem for a wide class of cost functions. The standard linear programming (LP) discretization of the continuous problem becomes intractable for moderate grid sizes. A grid refinement method results in a linear cost algorithm. Weak convergence of solutions is established and barycentric projection of transference plans is used to improve the accuracy of solutions. Optimal maps between nonconvex domains, partial OT free boundaries, and high accuracy barycenters are presented.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jcm.1907-m2017-0224

Journal of Computational Mathematics, Vol. 38 (2020), Iss. 6 : pp. 933–951

Published online:    2020-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    19

Keywords:    Optimal Transportation Linear Programming Monge-Kantorovich Barycenter.

Author Details

Adam M. Oberman

Yuanlong Ruan