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# Jun Kitagawa : A convergent Newton algorithm for semi-discrete optimal transport

The optimal transport (Monge-Kantorovich) problem is a variational problem involving transportation of mass subject to minimizing some kind of energy, and it arises in connection with many parts of math, both pure and applied. In this talk, I will discuss a numerical algorithm to approximate solutions in the semi-discrete case. We propose a damped Newton algorithm which exploits the structure of the associated dual problem, and using geometric implications of the regularity theory of Monge-Amp{\`e}re equations, we are able to rigorously prove global linear convergence and local superlinear convergence of the algorithm. This talk is based on joint work with Quentin M{\’e}rigot and Boris Thibert.

**Category**: Applied Math and Analysis**Duration**: 01:34:47**Date**: March 3, 2020 at 3:10 PM**Views**: 246-
**Tags:**seminar, Applied Math And Analysis Seminar

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