# Optimal Transport with Proximal Splitting

3 EDP - Equations aux Dérivées Partielles
LJK - Laboratoire Jean Kuntzmann
Abstract : This article reviews the use of first order convex optimization schemes to solve the discretized dynamic optimal transport problem, initially proposed by Benamou and Brenier. We develop a staggered grid discretization that is well adapted to the computation of the $L^2$ optimal transport geodesic between distributions defined on a uniform spatial grid. We show how proximal splitting schemes can be used to solve the resulting large scale convex optimization problem. A specific instantiation of this method on a centered grid corresponds to the initial algorithm developed by Benamou and Brenier. We also show how more general cost functions can be taken into account and how to extend the method to perform optimal transport on a Riemannian manifold.
Keywords :
Type de document :
Article dans une revue
SIAM Journal on Imaging Sciences, Society for Industrial and Applied Mathematics, 2014, 7 (1), pp.212-238. <10.1137/130920058>
Domaine :

https://hal.archives-ouvertes.fr/hal-00816211
Contributeur : Gabriel Peyré <>
Soumis le : mardi 22 octobre 2013 - 15:36:29
Dernière modification le : mercredi 28 septembre 2016 - 16:14:51

### Fichiers

ProxOT.pdf
Fichiers produits par l'(les) auteur(s)

### Citation

Nicolas Papadakis, Gabriel Peyré, Edouard Oudet. Optimal Transport with Proximal Splitting. SIAM Journal on Imaging Sciences, Society for Industrial and Applied Mathematics, 2014, 7 (1), pp.212-238. <10.1137/130920058>. <hal-00816211v2>

Consultations de
la notice

## 1275

Téléchargements du document