Optimal transport (4V, 2Ü) Prof. Wachsmuth, J. Marko
Attention
Please register for this module via Moodle before the start of the semester.
Contents
This course teaches theory and methods for transportation problems.
- Finite-dimensional transport
- Transport simplex method and sinkhorn method
- Transport of dimensions
- Kantorovich duality
- Wasserstein distances
Associated module: e.g. 11123
Previous knowledge
Knowledge of functional analysis, optimization and measure theory may be helpful.
Examination
In order to take a module examination, an oral examination takes place after the lecture period.
Supplementary literature
The following books are a good supplement to the lecture. Within the BTU Cottbus-Senftenberg they are partly available free of charge as e-books (see links) and partly available in the library.
- Filippo Santambrogio; Optimal Transport for Applied Mathematicians; Springer
- Gabriel Peyré, Marco Cuturi; Computational Optimal Transport
- Cédric Villani; Optimal Transport; Springer