Optimal transport: discretization and algorithms

@article{Mrigot2020OptimalTD,
  title={Optimal transport: discretization and algorithms},
  author={Quentin M{\'e}rigot and Boris Thibert},
  journal={ArXiv},
  year={2020},
  volume={abs/2003.00855}
}
This chapter describes techniques for the numerical resolution of optimal transport problems. We will consider several discretizations of these problems, and we will put a strong focus on the mathematical analysis of the algorithms to solve the discretized problems. We will describe in detail the following discretizations and corresponding algorithms: the assignment problem and Bertsekas auction's algorithm; the entropic regularization and Sinkhorn-Knopp's algorithm; semi-discrete optimal… Expand
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