Rick Chartrand, Kevin R Vixie, Brendt Wohlberg, and Erik M Bollt (2007)
A gradient descent solution to the Monge-Kantorovich problem
submitted.
We present a new, simple, and elegant algorithm for computing the optimal mapping for the Monge-Kantorovich problem with quadratic cost. The method arises from a reformulation of the dual problem into an unconstrained minimization of a convex, continuous functional, for which the derivative can be explicitly found. The Monge-Kantorovich problem has applications in many fields; examples from image warping and medical imaging are shown.
LA-UR-04-6305