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Journal Articles SIAM Journal on Imaging Sciences Year : 2014

Optimal Transport with Proximal Splitting

Edouard Oudet

Abstract

This article reviews the use of first order convex optimization schemes to solve the discretized dynamic optimal transport problem, initially proposed by Benamou and Brenier. We develop a staggered grid discretization that is well adapted to the computation of the $L^2$ optimal transport geodesic between distributions defined on a uniform spatial grid. We show how proximal splitting schemes can be used to solve the resulting large scale convex optimization problem. A specific instantiation of this method on a centered grid corresponds to the initial algorithm developed by Benamou and Brenier. We also show how more general cost functions can be taken into account and how to extend the method to perform optimal transport on a Riemannian manifold.
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Dates and versions

hal-00816211 , version 1 (21-04-2013)
hal-00816211 , version 2 (22-10-2013)

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Nicolas Papadakis, Gabriel Peyré, Edouard Oudet. Optimal Transport with Proximal Splitting. SIAM Journal on Imaging Sciences, 2014, 7 (1), pp.212-238. ⟨10.1137/130920058⟩. ⟨hal-00816211v2⟩
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