Optimal Transport Wiki

Welcome to the Optimal Transport Wiki!

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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

Applications of Optimal Transport

• Machine Learning

Other

• Distraction Recommendations
• Nonlocal Equations Wiki
• Proteopedia
• Quantum Information Wiki