Computation of optimal transport on discrete metric measure spaces
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DOI: 10.1007/s00211-019-01077-z
Abstract: In this paper we investigate the numerical approximation of an analogue of the Wasserstein distance for optimal transport on graphs that is defined via a discrete modification of the Benamou–Brenier formula. This approach involves the… read more here.
Keywords: computation optimal; optimal transport; transport discrete; measure ... See more keywords
Structured computation of optimal controls for constrained cascade systems
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DOI: 10.1080/00207179.2017.1366668
Abstract: ABSTRACT Constrained finite-horizon linear-quadratic optimal control problems are studied within the context of discrete-time dynamics that arise from the series interconnection of subsystems. A structured algorithm is devised for computing the Newton-like steps of primal-dual… read more here.
Keywords: constrained cascade; computation optimal; structured computation; computation ... See more keywords