Discrete Approximation of Optimal Transport on Compact Spaces

Abstract

We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values and plans by solving finite dimensional discretizations of the corresponding Kantorovich problem. Then we approximate optimal maps by means of the usual barycentric projection or by an analogous procedure available in general spaces without a linear structure. We prove the convergence of all these approximants in full generality and show that our convergence results are sharp.