An augmented Lagrangian approach to Wasserstein gradient flows and applications
Taking advantage of the Benamou-Brenier dynamic formulation of optimal transport, we propose a convex formulation for each step of the JKO scheme for Wasserstein gradient flows which can be attacked by an augmented Lagrangian method which we call the ALG2-JKO scheme. We test the algorithm in particu...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2016-06-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | https://doi.org/10.1051/proc/201654001 |