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Brenier Map


A Brenier map is a quadratic-cost optimal transport map that is the gradient of a convex function used as a potential. For an absolutely continuous source probability measure rho on R^d and a target probability measure mu, both with finite second moments, this map minimizes

 int||x-T(x)||^2drho(x)

subject to T_#rho=mu. It is unique up to a set of rho-measure zero and has the form T=del phi for a convex function phi.


See also

Convex Function, Gradient, Optimal Transport, Wasserstein Distance

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References

Santambrogio, F. Optimal Transport for Applied Mathematicians: Calculus of Variations, PDEs, and Modeling. Basel: Birkhäuser, 2015. https://math.univ-lyon1.fr/~santambrogio/OTAM-cvgmt.pdf.

Cite this as:

Weisstein, Eric W. "Brenier Map." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/BrenierMap.html

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