Local matching indicators for concave transport costs
Résumé
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.
Domaines
Optimisation et contrôle [math.OC]Origine | Fichiers produits par l'(les) auteur(s) |
---|