Optimal Transport Wiki: Difference between revisions
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* [[Kantorovich Dual Problem (for general costs)]] | * [[Kantorovich Dual Problem (for general costs)]] | ||
* [[Kantorovich Dual Problem (for c(x,y) = d(x,y)^2 where d is a metric)]] | * [[Kantorovich Dual Problem (for c(x,y) = d(x,y)^2 where d is a metric)]] | ||
== Variants of the optimal transport problem == | |||
* [[Martingale optimal transport and mathematical finance]]; Santambrogio (51-53); [https://link.springer.com/content/pdf/10.1007/s00440-013-0531-y.pdf] | |||
== The 2-Wasserstein Metric == | == The 2-Wasserstein Metric == | ||
Revision as of 22:54, 21 January 2022
Welcome to the Optimal Transport Wiki!
Here is a list of New article ideas.
Contact Katy Craig if you would like to contribute to this wiki.
The optimal transportation problem
- Monge Problem
- Kantorovich Problem
- Optimal Transport and the Monge Ampère equation
- Kantorovich Dual Problem (for general costs)
- Kantorovich Dual Problem (for c(x,y) = d(x,y)^2 where d is a metric)
Variants of the optimal transport problem
- Martingale optimal transport and mathematical finance; Santambrogio (51-53); [1]
The 2-Wasserstein Metric
- Geodesics and generalized geodesics
- Formal Riemannian Structure of the Wasserstein metric
- Asymptotic equivalence of W_2 and H^-1
Numerical methods for optimal transport
- Discrete Optimal Transport
- Auction Algorithm
- Semidiscrete Optimal Transport
- Sinkhorn's Algorithm
- Sliced Wasserstein Distance
Mathematical foundations
- Dual space of C_0(x) vs C_b(x)
- Convergence of Measures and Metrizability
- Fenchel-Moreau and Primal/Dual Optimization Problems
- Fenchel-Rockafellar and Linear Programming
- The Moreau-Yosida Regularization