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比利时vs摩洛哥足彩 ,
university of california san diego

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math 278b (mathematics of information, data, and signals)

jun kitagawa

michigan state university

optimal transport with storage fees: theory and numerics

abstract:

in this talk i will discuss the optimal transport problem with ``storage fees.'' this is a variant of the semi-discrete optimal transport (a.k.a. monge-kantorovich) problem, where instead of transporting an absolutely continuous measure to a fixed discrete measure and minimizing the transport cost, one must choose the weights of the target measure, and minimize the sum of the transport cost and some given ``storage fee function'' of the target weights. this problem arises in queue penalization and semi-supervised data clustering. i will discuss some basic theoretical questions, such as existence, uniqueness, a dual problem, and characterization of solutions. then, i will present a numerical algorithm which has global linear and local superlinear convergence for a subcase of storage fee functions. \\ \\ all work in this talk is joint with m. bansil (ucla).

host: rayan saab

october 8, 2020

11:30 am

https://msu.zoom.us/j/96421373881 (password: first prime number greater than 100)

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