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Canonical duality approach in the approximation of optimal Monge mass transfer mapping
Yanhua Wu,Xiaojun Lu +1 more
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In this article, a variational method was used to transform the 1-dimensional mass transfer problem into a sequence of minimization problems, which can then be converted into a nonlinear differential equation with constraints by applying the canonical duality method.Abstract:
This paper mainly addresses the Monge mass transfer problem in the 1-D case. Through an ingenious approximation mechanism, one transforms the Monge problem into a sequence of minimization problems, which can be converted into a sequence of nonlinear differential equations with constraints by variational method. The existence and uniqueness of the solution for each equation can be demonstrated by applying the canonical duality method. Moreover, the duality method gives a sequence of perfect dual maximization problems. In the final analysis, one constructs the approximation of optimal mapping for the Monge problem according to the theoretical results.read more
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Analytic solutions for the approximated 1-D Monge–Kantorovich mass transfer problems
Xiaojun Lu,Xiaofen Lv +1 more
TL;DR: In this paper, the approximation of a global maximizer of the 1-D Monge-Kantorovich mass transfer problem through the approach of nonlinear differential equations with Dirichlet boundary was investigated.
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An approximation method for the optimization of $p$-th moment of $\mathbb{R}^n$-valued random variable
Xiaojun Lu,Yanhua Wu +1 more
TL;DR: In this article, a variational approach is used to transform the maximization problem into a sequence of minimization problems, which can then be converted into nonlinear differential equations with constraints by variational approaches.