Skip to main content
Top

2015 | OriginalPaper | Chapter

An Efficient Numerical Approximation for the Monge-Kantorovich Mass Transfer Problem

Authors : M. L. Avendaño-Garrido, J. R. Gabriel-Argüelles, L. Quintana-Torres, E. Mezura-Montes

Published in: Machine Learning, Optimization, and Big Data

Publisher: Springer International Publishing

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

The approximation scheme for the Monge-Kantorovich mass transfer problem on compact spaces proposed in [7] is improved. The upgrade presented is inspired on a meta-heuristic algorithm called Scatter Search in order to reduce the dimensionality of the problem. The new approximation scheme solves finite linear programs similar to the transport problem but with lower dimension. A numerical example is presented and compared with the scheme studied in [7].

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literature
1.
go back to reference Anderson, E., Nash, P.: Linear Programming in Infinite-dimensional Spaces. Wiley, New York (1987)MATH Anderson, E., Nash, P.: Linear Programming in Infinite-dimensional Spaces. Wiley, New York (1987)MATH
2.
go back to reference Anderson, E., Philpott, A.: Duality and an algorithm for a class of continuous transportation problems. Math. Oper. Res. 9, 222–231 (1984)MATHMathSciNetCrossRef Anderson, E., Philpott, A.: Duality and an algorithm for a class of continuous transportation problems. Math. Oper. Res. 9, 222–231 (1984)MATHMathSciNetCrossRef
3.
go back to reference Bazaraa, M.S., Jarvis, J.J., Sherali, H.D.: Linear Programming and Network Flows. Wiley-Interscience, New Jersey (2010)MATH Bazaraa, M.S., Jarvis, J.J., Sherali, H.D.: Linear Programming and Network Flows. Wiley-Interscience, New Jersey (2010)MATH
4.
go back to reference Bosc, D.: Numerical approximation of optimal transport maps. SSRN (2010) Bosc, D.: Numerical approximation of optimal transport maps. SSRN (2010)
5.
go back to reference Deng, Y., Du, W.: Kantorovich metric in computer science: a brief survey. Electron. Notes Theoret. Comput. Sci. 353(3), 73–82 (2009)CrossRef Deng, Y., Du, W.: Kantorovich metric in computer science: a brief survey. Electron. Notes Theoret. Comput. Sci. 353(3), 73–82 (2009)CrossRef
6.
go back to reference Evans, S., Matsen, F.: The phylogenetic kantorovich-rubinstein metric for environmental sequence samples. J. Roy. Stat. Soc.: Ser. B (Stat. Methodol.) 74(3), 569–592 (2012)MathSciNetCrossRef Evans, S., Matsen, F.: The phylogenetic kantorovich-rubinstein metric for environmental sequence samples. J. Roy. Stat. Soc.: Ser. B (Stat. Methodol.) 74(3), 569–592 (2012)MathSciNetCrossRef
7.
go back to reference Gabriel, J., González-Hernández, J., López-Martínez, R.: Numerical approximations to the mass transfer problem on compact spaces. IMA J. Numer. Anal. 30, 1121–1136 (2010)MATHMathSciNetCrossRef Gabriel, J., González-Hernández, J., López-Martínez, R.: Numerical approximations to the mass transfer problem on compact spaces. IMA J. Numer. Anal. 30, 1121–1136 (2010)MATHMathSciNetCrossRef
8.
go back to reference Glover, F.: A template for scatter search and path relinking. In: Hao, J.-K., Lutton, E., Ronald, E., Schoenauer, M., Snyers, D. (eds.) AE 1997. LNCS, vol. 1363, pp. 1–51. Springer, Heidelberg (1998) CrossRef Glover, F.: A template for scatter search and path relinking. In: Hao, J.-K., Lutton, E., Ronald, E., Schoenauer, M., Snyers, D. (eds.) AE 1997. LNCS, vol. 1363, pp. 1–51. Springer, Heidelberg (1998) CrossRef
9.
go back to reference González-Hernández, J., Gabriel, J., Hernández-Lerma, O.: On solutions to the mass transfer problem. SIAM J. Optim. 17, 485–499 (2006)MATHMathSciNetCrossRef González-Hernández, J., Gabriel, J., Hernández-Lerma, O.: On solutions to the mass transfer problem. SIAM J. Optim. 17, 485–499 (2006)MATHMathSciNetCrossRef
10.
go back to reference Haker, S., Zhu, L., Tannenbaum, A., Angenent, S.: Optimal mass transport for registration and warping. Int. J. Comput. Vision 63, 225–240 (2004)CrossRef Haker, S., Zhu, L., Tannenbaum, A., Angenent, S.: Optimal mass transport for registration and warping. Int. J. Comput. Vision 63, 225–240 (2004)CrossRef
11.
go back to reference Hanin, L., Rachev, S., Yakovlev, A.: On the optimal control of cancer radiotherapy for non-homogeneous cell population. Adv. Appl. Probab. 25, 1–23 (1993)MATHMathSciNetCrossRef Hanin, L., Rachev, S., Yakovlev, A.: On the optimal control of cancer radiotherapy for non-homogeneous cell population. Adv. Appl. Probab. 25, 1–23 (1993)MATHMathSciNetCrossRef
12.
13.
go back to reference Kantorovich, L.: On a problem of monge. J. Math. Sci. 133(4), 225–226 (2006) Kantorovich, L.: On a problem of monge. J. Math. Sci. 133(4), 225–226 (2006)
15.
go back to reference Levin, V.: Optimality conditions and exact solutions to the two-dimensional monge-kantorovich problem. J. Math. Sci. 133(4), 1456–1463 (2006)MATHMathSciNetCrossRef Levin, V.: Optimality conditions and exact solutions to the two-dimensional monge-kantorovich problem. J. Math. Sci. 133(4), 1456–1463 (2006)MATHMathSciNetCrossRef
16.
go back to reference Martí, R., Laguna, M., Glover, F.: Principles of scatter search. Eur. J. Oper. Res. 169, 359–372 (2006)MATHCrossRef Martí, R., Laguna, M., Glover, F.: Principles of scatter search. Eur. J. Oper. Res. 169, 359–372 (2006)MATHCrossRef
17.
go back to reference Mèrigot, Q.: A multiscale approach to optimal transport. Computer Graphics Forum 30(5), 1583–1592 (2011)CrossRef Mèrigot, Q.: A multiscale approach to optimal transport. Computer Graphics Forum 30(5), 1583–1592 (2011)CrossRef
18.
go back to reference Monge, G.: Mémoire sur la théorie des déblais et des remblais. De l’Imprimerie Royale, Paris (1781) Monge, G.: Mémoire sur la théorie des déblais et des remblais. De l’Imprimerie Royale, Paris (1781)
19.
go back to reference Rachev, S.: Probability Metrics and the Stability of Stochastic Models. Wiley, New York (1991) MATH Rachev, S.: Probability Metrics and the Stability of Stochastic Models. Wiley, New York (1991) MATH
20.
go back to reference Rachev, S., Rüschendorf, L.: Mass Transportation Problems, vol.I and II. Springer, New York (1998) Rachev, S., Rüschendorf, L.: Mass Transportation Problems, vol.I and II. Springer, New York (1998)
21.
go back to reference Villani, C.: Optimal Transport: Old and New, vol. 338. Springer, Heidelberg (2008) Villani, C.: Optimal Transport: Old and New, vol. 338. Springer, Heidelberg (2008)
Metadata
Title
An Efficient Numerical Approximation for the Monge-Kantorovich Mass Transfer Problem
Authors
M. L. Avendaño-Garrido
J. R. Gabriel-Argüelles
L. Quintana-Torres
E. Mezura-Montes
Copyright Year
2015
DOI
https://doi.org/10.1007/978-3-319-27926-8_20

Premium Partner