NAMar 7, 2017
Convergence of a Newton algorithm for semi-discrete optimal transportJun Kitagawa, Quentin Mérigot, Boris Thibert
Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems numerically is to assume that the source probability measure is absolutely continuous while the target measure is finitely supported. We refer to this setting as semi-discrete optimal transport. Among the several algorithms proposed to solve semi-discrete optimal transport problems, one currently needs to choose between algorithms that are slow but come with a convergence speed analysis (e.g. Oliker-Prussner) or algorithms that are much faster in practice but which come with no convergence guarantees Algorithms of the first kind rely on coordinate-wise increments and the number of iterations required to reach the solution up to an error of $ε$ is of order $N^3/ε$, where $N$ is the number of Dirac masses in the target measure. On the other hand, algorithms of the second kind typically rely on the formulation of the semi-discrete optimal transport problem as an unconstrained convex optimization problem which is solved using a Newton or quasi-Newton method. The purpose of this article is to bridge this gap between theory and practice by introducing a damped Newton's algorithm which is experimentally efficient and by proving the global convergence of this algorithm with optimal rates. The main assumptions is that the cost function satisfies a condition that appears in the regularity theory for optimal transport (the Ma-Trudinger-Wang condition) and that the support of the source density is connected in a quantitative way (it must satisfy a weighted Poincaré-Wirtinger inequality).
CGJul 5, 2017
An algorithm for optimal transport between a simplex soup and a point cloudQuentin Mérigot, Jocelyn Meyron, Boris Thibert
We propose a numerical method to find the optimal transport map between a measure supported on a lower-dimensional subset of R^d and a finitely supported measure. More precisely, the source measure is assumed to be supported on a simplex soup, i.e. on a union of simplices of arbitrary dimension between 2 and d. As in [Aurenhammer, Hoffman, Aronov, Algorithmica 20 (1), 1998, 61--76] we recast this optimal transport problem as the resolution of a non-linear system where one wants to prescribe the quantity of mass in each cell of the so-called Laguerre diagram. We prove the convergence with linear speed of a damped Newton's algorithm to solve this non-linear system. The convergence relies on two conditions: (i) a genericity condition on the point cloud with respect to the simplex soup and (ii) a (strong) connectedness condition on the support of the source measure defined on the simplex soup. Finally, we apply our algorithm in R^3 to compute optimal transport plans between a measure supported on a triangulation and a discrete measure. We also detail some applications such as optimal quantization of a probability density over a surface, remeshing or rigid point set registration on a mesh.
DSNov 22, 2016
Distributable Consistent Multi-Object MatchingNan Hu, Qixing Huang, Boris Thibert et al.
In this paper we propose an optimization-based framework to multiple object matching. The framework takes maps computed between pairs of objects as input, and outputs maps that are consistent among all pairs of objects. The central idea of our approach is to divide the input object collection into overlapping sub-collections and enforce map consistency among each sub-collection. This leads to a distributed formulation, which is scalable to large-scale datasets. We also present an equivalence condition between this decoupled scheme and the original scheme. Experiments on both synthetic and real-world datasets show that our framework is competitive against state-of-the-art multi-object matching techniques.