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Local matching indicators for concave transport costs | | Julie Delon
; Julien Salomon
; A. Sobolevskii
; | | Date: |
1 Dec 2009 | | Abstract: | In this note, we introduce a class of indicators that enable to compute
efficiently optimal transport plans associated to arbitrary distributions of
$N$ demands and $N$ supplies in $mathbf{R}$ in the case where the cost
function is concave. The cost of these indicators is small and independent of
$N$. Using them recursively according to a particular algorithm allows to find
an optimal transport plan in less than $N^2$ evaluations of the cost function. | | Source: | arXiv, 0912.0179 | | Services: | Forum | Review | PDF | Favorites | |
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