3 papers
math.OC2016
Analytic solutions for the approximated Kantorovich mass transfer problems by -Laplacian approach
Yanhua Wu, Xiaojun Lu
This manuscript discusses the approximation of a global maximizer of the Kantorovich mass transfer problem through the approach of -Laplacian equation. Using an approximation me…
math.OC2016
An approximation method for the optimization of -th moment of -valued random variable
Xiaojun Lu, Yanhua Wu
This paper mainly addresses the optimization of -th moment of -valued random variable. Through an ingenious approximation mechanism, one transforms the maximizatio…
math.OC2016
Canonical duality approach in the approximation of optimal Monge mass transfer mapping
Yanhua Wu, Xiaojun Lu
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 minim…