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Semi-discrete optimal transport - the case p=1

Abstract

We consider the problem of finding an optimal transport plan between an absolutely continuous measure μ\mu on XRd\mathcal{X} \subset \mathbb{R}^d and a finitely supported measure ν\nu on Rd\mathbb{R}^d when the transport cost is the Euclidean distance. We may think of this problem as closest distance allocation of some ressource continuously distributed over space to a finite number of processing sites with capacity constraints. This article gives a detailed discussion of the problem, including a comparison with the much better studied case of squared Euclidean cost ("the case p=2p=2"). We present an algorithm for computing the optimal transport plan, which is similar to the approach for p=2p=2 by Aurenhammer, Hoffmann and Aronov [Algorithmica 20, 61-76, 1998] and M\érigot [Computer Graphics Forum 30, 1583--1592, 2011]. We show the necessary results to make the approach work for the Euclidean cost, evaluate its performance on a set of test cases, and give a number of applications. The later include goodness-of-fit partitions, a novel visual tool for assessing whether a finite sample is consistent with a posited probability density.

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