Numerical solution of the Monge-Kantorovich problem by Picard iterations
Langue
en
Rapport
Ce document a été publié dans
2014-02-13
Résumé en anglais
We present an iterative method to numerically solve the L² Monge-Kantorovich problem. The method is based on a Picard fixed point iteration of the linearized problem. Examples relative to the transport of two-dimensional ...Lire la suite >
Mots clés en anglais
Optimal transport
Monge-Kantorovich problem
Numerical methods
Picard iterations