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Convex combination of cyclically monotone sets
I want to show the following statement, but I am not sure how.
Proposition(?):
Let $C \in \mathbb{R}^d$ be a compact convex set, and let $u, v : C \to \mathbb{R}$ be smooth convex functions.
Suppose
$$...
2
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Approximating solutions to Monge-Ampere from optimal transport plans
I am interested in finding numerical solutions to a Monge-Ampere type equation for applications in physics. Due to the close connection between Monge-Ampere and optimal transport and the well ...