Entropic approximation of ∞-optimal transport problems

2023/02/23 by Carlier, Guillaume, Brizzi, Camilla, De Pascale, Luigi · 1 citation
#49Q22 #65K10 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2302.11896

Abstract

We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish Γ-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects ∞-cyclically monotone plans at the limit. We also present some numerical illustrations performed with Sinkhorn's algorithm.

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