arXiv subjects

Yanhua Wu

Publications and source records attributed to Yanhua Wu.

3 recordsLinked to original sources

arXiv2016

Analytic solutions for the approximated Kantorovich mass transfer problems by $p$-Laplacian approach

This manuscript discusses the approximation of a global maximizer of the Kantorovich mass transfer problem through the approach of $p$-Laplacian equation. Using an approximation mechanism, the primal maximization problem can be transformed into a sequence of minimization problems. By applying the canonical duality theory, one is able to derive a sequence of analytic solutions for the minimization problems. In the final analysis, the convergence of the sequence to a global maximizer of the primal Kantorovich problem will be demonstrated.

math.OC↗

arXiv2016

Canonical duality approach in the approximation of optimal Monge mass transfer mapping

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 minimization problems, which can be converted into a sequence of nonlinear differential equations with constraints by variational method. The existence and uniqueness of the solution for each equation can be demonstrated by applying the canonical duality method. Moreover, the duality method gives a sequence of perfect dual maximization problems. In the final analysis, one constructs the approximation of optimal mapping for the Monge problem according to the theoretical results.

math.OC↗

arXiv2016

An approximation method for the optimization of $p$-th moment of $\mathbb{R}^n$-valued random variable

This paper mainly addresses the optimization of $p$-th moment of $\mathbb{R}^n$-valued random variable. Through an ingenious approximation mechanism, one transforms the maximization problem into a sequence of minimization problems, which can be converted into a sequence of nonlinear differential equations with constraints by variational approach. The existence and uniqueness of the solution for each equation can be demonstrated by applying the canonical duality method. Moreover, the dual transformation gives a sequence of perfect dual maximization problems. In the final analysis, one constructs the approximation of the probability density function accordingly.

math.OC↗