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From the Schrödinger problem to the Monge-Kantorovich problem
the Monge-Kantorovich problem Optimization and Control
2010/11/18
The aim of this article is to show that the Monge-Kantorovich problem is the limit of a sequence of entropy minimization problems when a fluctuation parameter tends down to zero. We prove the converg...
A gradient descent solution to the Monge-Kantorovich problem
Monge-Kantorovich problem optimal transport
2010/9/13
We present a new, simple, and elegant algorithm for computing the optimal mapping for the Monge-Kantorovich problem with quadratic cost. The method arises from a reformulation of the dual problem into...