Monge’s problem with a Finsler cost is intimately related to an optimal ow problem. Discretization of this problem and its dual leads to a well-posed finite-dimensional saddle-point problem which can be solved numerically relatively easily by an augmented Lagrangian approach in the same spirit as the Benamou–Brenier method for the optimal transport problem with quadratic cost. Numerical results validate the method. We also emphasize that the algorithm only requires elementary operations and in particular never involves evaluation of the Finsler distance or of geodesics.
Accepté le :
DOI : 10.1051/m2an/2016077
Mots clés : Monge’s problem, Finsler distance, augmented Lagrangian
@article{M2AN_2018__52_6_2133_0, author = {Benamou, Jean-David and Carlier, Guillaume and Hatchi, Rom\'eo}, title = {A numerical solution to {Monge{\textquoteright}s} problem with a {Finsler} distance as cost}, journal = {ESAIM: Mathematical Modelling and Numerical Analysis }, pages = {2133--2148}, publisher = {EDP-Sciences}, volume = {52}, number = {6}, year = {2018}, doi = {10.1051/m2an/2016077}, zbl = {07063742}, mrnumber = {3905185}, language = {en}, url = {http://www.numdam.org/articles/10.1051/m2an/2016077/} }
TY - JOUR AU - Benamou, Jean-David AU - Carlier, Guillaume AU - Hatchi, Roméo TI - A numerical solution to Monge’s problem with a Finsler distance as cost JO - ESAIM: Mathematical Modelling and Numerical Analysis PY - 2018 SP - 2133 EP - 2148 VL - 52 IS - 6 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/m2an/2016077/ DO - 10.1051/m2an/2016077 LA - en ID - M2AN_2018__52_6_2133_0 ER -
%0 Journal Article %A Benamou, Jean-David %A Carlier, Guillaume %A Hatchi, Roméo %T A numerical solution to Monge’s problem with a Finsler distance as cost %J ESAIM: Mathematical Modelling and Numerical Analysis %D 2018 %P 2133-2148 %V 52 %N 6 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/m2an/2016077/ %R 10.1051/m2an/2016077 %G en %F M2AN_2018__52_6_2133_0
Benamou, Jean-David; Carlier, Guillaume; Hatchi, Roméo. A numerical solution to Monge’s problem with a Finsler distance as cost. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 52 (2018) no. 6, pp. 2133-2148. doi : 10.1051/m2an/2016077. http://www.numdam.org/articles/10.1051/m2an/2016077/
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