An iterative scheme for solving the optimal transportation problem
Optimization and Control
2012-10-10 v2 Analysis of PDEs
Numerical Analysis
Abstract
We demonstrate an iterative scheme to approximate the optimal transportation problem with a discrete target measure under certain standard conditions on the cost function. Additionally, we give a finite upper bound on the number of iterations necessary for the scheme to terminate, in terms of the error tolerance and number of points in the support of the discrete target measure.
Cite
@article{arxiv.1208.5172,
title = {An iterative scheme for solving the optimal transportation problem},
author = {Jun Kitagawa},
journal= {arXiv preprint arXiv:1208.5172},
year = {2012}
}
Comments
24 pages, minor revisions, added references