

{"id":369,"date":"2016-09-13T19:18:05","date_gmt":"2016-09-13T17:18:05","guid":{"rendered":"https:\/\/project.inria.fr\/mokabajour\/?page_id=369"},"modified":"2016-10-10T10:29:15","modified_gmt":"2016-10-10T08:29:15","slug":"numerical-methods","status":"publish","type":"page","link":"https:\/\/project.inria.fr\/mokabajour\/numerical-methods\/","title":{"rendered":"Numerical methods"},"content":{"rendered":"<p>The core of both PIR0 and PIR1 consist in solving optimal transport problems, with a quadratic cost function for PIR0, and a logarithmic cost function for PIR1. There are currently three different algorithms available to solve the first and one for the latter. Here are two schematics illustrating the global structure of our applications, with the main mathematical transformations. Below are links to the different solvers documentation.<\/p>\n<ol>\n<li>\n<strong>Algorithms structures<\/strong>\n<\/li>\n<p><a href=\"https:\/\/project.inria.fr\/mokabajour\/files\/2016\/09\/LayoutPIR0.png\"><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/project.inria.fr\/mokabajour\/files\/2016\/09\/LayoutPIR0-724x1024.png\" alt=\"layoutpir0\" width=\"724\" height=\"1024\" class=\"alignleft size-large wp-image-373\" srcset=\"https:\/\/project.inria.fr\/mokabajour\/files\/2016\/09\/LayoutPIR0-724x1024.png 724w, https:\/\/project.inria.fr\/mokabajour\/files\/2016\/09\/LayoutPIR0-212x300.png 212w, https:\/\/project.inria.fr\/mokabajour\/files\/2016\/09\/LayoutPIR0-768x1086.png 768w, https:\/\/project.inria.fr\/mokabajour\/files\/2016\/09\/LayoutPIR0.png 982w\" sizes=\"auto, (max-width: 724px) 100vw, 724px\" \/><\/a><\/p>\n<p><a href=\"https:\/\/project.inria.fr\/mokabajour\/files\/2016\/10\/LayoutPIR1.png\"><img loading=\"lazy\" decoding=\"async\" src=\"https:\/\/project.inria.fr\/mokabajour\/files\/2016\/10\/LayoutPIR1.png\" alt=\"layoutpir1\" width=\"978\" height=\"956\" class=\"aligncenter size-full wp-image-448\" srcset=\"https:\/\/project.inria.fr\/mokabajour\/files\/2016\/10\/LayoutPIR1.png 978w, https:\/\/project.inria.fr\/mokabajour\/files\/2016\/10\/LayoutPIR1-300x293.png 300w, https:\/\/project.inria.fr\/mokabajour\/files\/2016\/10\/LayoutPIR1-768x751.png 768w\" sizes=\"auto, (max-width: 978px) 100vw, 978px\" \/><\/a><\/p>\n<li>\nSolvers\n<\/li>\n<p>&#8211; <strong>Semi-Discrete<\/strong><br \/>\nThis algorithm computes the solution of the \\(\\displaystyle L^2 \\) optimal transport problem between a piecewise linear density and a finite number of Dirac masses, both located in the Euclidian plane. It is therefor only usable for the PIR0 problem. The density support has to be convex and is numerically represented by a piecewise linear triangulation. For simple densities such as uniform polygons, defined with their convex envelope, the triangulation will have a small number of triangles, making the algorithm very competitive compared to the other ones.<\/p>\n<p><a href=\"https:\/\/hal.archives-ouvertes.fr\/hal-00952720\">Far-field reflector problem and intersection of paraboloids<\/a><br \/>\nPedro Manh\u00e3es Machado de Castro, Quentin M\u00e9rigot, Boris Thibert<br \/>\nNumerische Mathematik, Springer Verlag, 2015<\/p>\n<p><a href=\"http:\/\/www.worldscientific.com\/doi\/abs\/10.1142\/S0218195915500090\">Far-Field reflector problem under design constraints<\/a><br \/>\nFar-field reflector problem under design constraints<br \/>\nJulien Andr\u00e9, Dominique Attali, Quentin M\u00e9rigot, Boris Thibert<br \/>\nInternational Journal of Computational Geometry and Applications, Vol 25, No 2, pp 143-163, 2015<\/p>\n<p><a href=\"https:\/\/arxiv.org\/abs\/1403.0062\">Intersection of paraboloids and application to Minkowski-type problems<\/a><br \/>\nPedro Manh\u00e3es Machado de Castro, Quentin M\u00e9rigot, Boris Thibert<br \/>\nComputational geometry (SoCG&#8217;14), 308&#8211;317, ACM, New York,  2014.<\/p>\n<p><a href=\"https:\/\/hal.archives-ouvertes.fr\/hal-00982981\">A comparison of two dual methods for discrete optimal transport<\/a><br \/>\nQuentin M\u00e9rigot<br \/>\nGeometric science of information, 389&#8211;396, Lecture Notes in Computer Science, 8085, Springer, Heidelberg,  2013<\/p>\n<p><a href=\"https:\/\/hal.inria.fr\/hal-01105021\">A numerical algorithm for L2 semi-discrete optimal transport in 3D<\/a><br \/>\nBruno L\u00e9vy<br \/>\nESAIM: Mathematical Modelling and Numerical Analysis, EDP Sciences, 2015, 49 (6), pp.1693 &#8211; 1715<\/p>\n<p>&#8211; <strong>IPFP<\/strong><br \/>\nThis algorithm is a discrete algorithm which relies on introducing an entropic regularization to the Kantorovich formulation of the optimal transport problem.<br \/>\nA COMPLETER<br \/>\nWith this solver, best results are obtained with the same resolution for the source and for the target. It is important to notice that the amount of RAM used by this algorithm is ~source resolution * target resolution. For instance, a simple implementation of the IPFP with two marginals of 40000 diracs would use 13Gb of RAM to store the Gibbs Kernel matrix. An optimized version, using sparse matrices and a refinement approach, has been written and is only available for PIR0. A PIR1 version will soon be available.<\/p>\n<p><a href=\"https:\/\/hal.archives-ouvertes.fr\/hal-01096124\/\">Iterative Bregman projections for regularized transportation problems<\/a><br \/>\nJean-David Benamou, Guillaume Carlier, Marco Cuturi, Luca Nenna, Gabriel Peyr\u00e9<br \/>\nSIAM Journal on Scientific Computing, Society for Industrial and Applied Mathematics, 2015, 2 (37), pp.A1111-A1138<\/p>\n<p><a href=\"https:\/\/arxiv.org\/abs\/1607.05816\">Scaling Algorithms for Unbalanced Transport Problems<\/a><br \/>\nLenaic Chizat, Gabriel Peyr\u00e9, Bernhard Schmitzer, Fran\u00e7ois-Xavier Vialard<br \/>\narXiv:1607.05816 [pdf, other]<\/p>\n<p><a href=\"https:\/\/arxiv.org\/abs\/1512.02783\">Convergence of Entropic Schemes for Optimal Transport and Gradient Flows<\/a><br \/>\nGuillaume Carlier, Vincent Duval, Gabriel Peyr\u00e9, Bernhard Schmitzer<br \/>\narXiv:1512.02783 [pdf, other]<\/p>\n<p>&#8211; <strong>Finite differences<\/strong><br \/>\nA REMPLIR<\/p>\n<p><a href=\"https:\/\/hal.archives-ouvertes.fr\/hal-01067540\">Monotone and consistent discretization of the Monge-Amp\u00e8re operator<\/a><br \/>\nJean-David Benamou, Francis Collino, Jean-Marie Mirebeau<br \/>\nMath. Comp.  85  (2016),  no. 302, 2743&#8211;2775.<\/p>\n<p><a href=\"https:\/\/hal.inria.fr\/hal-01115626\">Numerical solution of the optimal transportation problem using the Monge-Amp\u00e8re equation<\/a><br \/>\nJean-David Benamou, Brittany D. Froese, Adam M. Oberman<br \/>\nJournal of Computational Physics, Elsevier, 2014, 260 (1), pp.107-126<\/p>\n<p>Finite difference discretization of the quadratic Monge Kantorovich problem using minimal convex extensions of Brenier solutions<br \/>\nJean-David Benamou, Vincent Duval<br \/>\nIn preparation (2016)<\/p>\n<\/ol>\n","protected":false},"excerpt":{"rendered":"<p>The core of both PIR0 and PIR1 consist in solving optimal transport problems, with a quadratic cost function for PIR0, and a logarithmic cost function for PIR1. There are currently three different algorithms available to solve the first and one for the latter. Here are two schematics illustrating the global structure of our applications, with &hellip; <\/p>\n<p><a class=\"more-link btn\" href=\"https:\/\/project.inria.fr\/mokabajour\/numerical-methods\/\">Continue reading<\/a><\/p>\n","protected":false},"author":641,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-369","page","type-page","status-publish","hentry","nodate","item-wrap"],"_links":{"self":[{"href":"https:\/\/project.inria.fr\/mokabajour\/wp-json\/wp\/v2\/pages\/369","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/project.inria.fr\/mokabajour\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/project.inria.fr\/mokabajour\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/project.inria.fr\/mokabajour\/wp-json\/wp\/v2\/users\/641"}],"replies":[{"embeddable":true,"href":"https:\/\/project.inria.fr\/mokabajour\/wp-json\/wp\/v2\/comments?post=369"}],"version-history":[{"count":22,"href":"https:\/\/project.inria.fr\/mokabajour\/wp-json\/wp\/v2\/pages\/369\/revisions"}],"predecessor-version":[{"id":452,"href":"https:\/\/project.inria.fr\/mokabajour\/wp-json\/wp\/v2\/pages\/369\/revisions\/452"}],"wp:attachment":[{"href":"https:\/\/project.inria.fr\/mokabajour\/wp-json\/wp\/v2\/media?parent=369"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}