A Newton algorithm for semi-discrete optimal transport with storage fees

13 Aug 2020 Bansil Mohit Kitagawa Jun

We introduce and prove convergence of a damped Newton algorithm to approximate solutions of the semi-discrete optimal transport problem with storage fees, corresponding to a problem with hard capacity constraints. This is a variant of the optimal transport problem arising in queue penalization problems, and has applications to data clustering... (read more)

PDF Abstract
No code implementations yet. Submit your code now

Categories


  • NUMERICAL ANALYSIS
  • NUMERICAL ANALYSIS
  • ANALYSIS OF PDES