The approximation scheme for the Monge-Kantorovich mass transfer problem on compact spaces proposed in [7] is improved. The upgrade presented is inspired on a meta-heuristic algorithm called Scatter Search in order to reduce the dimensionality of the problem. The new approximation scheme solves finite linear programs similar to the transport problem but with lower dimension. A numerical example is presented and compared with the scheme studied in [7].
['Martha L. Avendaño-Garrido', 'José R. Gabriel-Argüelles', 'Ligia Quintana-Torres', 'Efrén Mezura-Montes']
An Efficient Numerical Approximation for the Monge-Kantorovich Mass Transfer Problem