Convex Physics Informed Neural Networks for the Monge-Ampère Optimal Transport Problem

Abstract

Optimal transportation of raw material from suppliers to customers is an issue arising in logistics that is addressed here with a continuous model relying on optimal transport theory. A physics informed neuralnetwork method is advocated here for the solution of the corresponding generalized Monge-Amp`ere equation. Convex neural networks are advocated to enforce the convexity of the solution to the Monge-Ampère equation and obtain a suitable approximation of the optimal transport map. A particular focus is set on the enforcement of transport boundary conditions in the loss function. Numerical experiments illustrate the solution to the optimal transport problem in several configurations, and sensitivity analyses are performed.