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An Introduction to Optimal Transport

cours CIMPA

Wilhelm Klingenberg

Summary:  Necessary background in analysis (density functions and its push forward by a map of domains, convexity and the second derivative condition, Legendre transform, convex dual of a functional, and Jensen’s inequality), Monge minimization problem of transport for a continuous cost function c(x, y) with an example in one space dimension, the dual maximization problem due to Leonid Kantorovich, Brenier Theorem.
 

Organizing institute
CIMPA
Institute
International Centre for Mathematics in Ukraine
Country
Ukraine
City
Kiev
Level of the audience/possible candidates
Master or higher educational level
Type
cours CIMPA
Free cost event
Yes
Dates
-
Deadline

Procédure de candidature

Les cours CIMPA sont essentiellement destinés aux étudiants et étudiantes de l'institut d'accueil.