Fast iterative solvers for an optimal transport problem
Abstract
Optimal transport problems pose many challenges when considering their numerical treatment. We investigate the solution of a PDE-constrained optimisation problem subject to a particular transport equation arising from the modelling of image metamorphosis. We present the nonlinear optimisation problem, and discuss the discretisation and treatment of the nonlinearity via a Gauss--Newton scheme. We then derive preconditioners that can be used to solve the linear systems at the heart of the (Gauss--)Newton method. With the optical flow in mind, we further propose the reduction of dimensionality by choosing a radial basis function discretisation that uses the centres of superpixels as the collocation points. Again, we derive suitable preconditioners that can be used for this formulation.
Cite
@article{arxiv.1801.04172,
title = {Fast iterative solvers for an optimal transport problem},
author = {Roland Herzog and John W. Pearson and Martin Stoll},
journal= {arXiv preprint arXiv:1801.04172},
year = {2018}
}
Comments
28 pages, 5 figures, submitted manuscript