论文标题

一般存储费用的计算半差异最佳运输

Computational Semi-Discrete Optimal Transport with General Storage Fees

论文作者

Bansil, Mohit

论文摘要

我们提出和分析了经过修改的牛顿算法,以解决储存费的半污物最佳运输。我们证明了各种存储费功能的全球线性融合,主要假设是每个仓库的存储成本都是独立的。我们表明,如果$ f $是满足这种独立条件的任意存储费功能,那么$ f $可能会被扰动到新的存储费函数中,以使我们的算法收敛。我们还表明,在这些扰动下,优化器是稳定的。此外,我们的结果带有定量率。

We propose and analyze a modified damped Newton algorithm to solve the semi-discrete optimal transport with storage fees. We prove global linear convergence for a wide range of storage fee functions, the main assumption being that each warehouse's storage costs are independent. We show that if $F$ is an arbitrary storage fee function that satisfies this independence condition then $F$ can be perturbed into a new storage fee function so that our algorithm converges. We also show that the optimizers are stable under these perturbations. Furthermore, our results come with quantitative rates.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源