A Numerical Method to solve Optimal Transport Problems with Coulomb Cost - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Chapitre D'ouvrage Année : 2016

A Numerical Method to solve Optimal Transport Problems with Coulomb Cost

Résumé

In this paper, we present a numerical method, based on iterative Bregman projections, to solve the optimal transport problem with Coulomb cost. This is related to the strong interaction limit of Density Functional Theory. The first idea is to introduce an entropic regularization of the Kantorovich formulation of the Optimal Transport problem. The regularized problem then corresponds to the projection of a vector on the intersection of the constraints with respect to the Kullback-Leibler distance. Iterative Bregman projections on each marginal constraint are explicit which enables us to approximate the optimal transport plan. We validate the numerical method against analytical test cases.
Fichier principal
Vignette du fichier
chapter_DFT_Benamou_Carlier_Nenna.pdf (1.48 Mo) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01148954 , version 1 (05-05-2015)
hal-01148954 , version 2 (08-05-2015)

Identifiants

  • HAL Id : hal-01148954 , version 2

Citer

Jean-David Benamou, Guillaume Carlier, Luca Nenna. A Numerical Method to solve Optimal Transport Problems with Coulomb Cost. Splitting Methods in Communication, Imaging, Science, and Engineering, 2016. ⟨hal-01148954v2⟩
636 Consultations
812 Téléchargements

Partager

Gmail Facebook X LinkedIn More