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Entropic Approximation of -Optimal Transport Problems
Camilla Brizzi, Guillaume Carlier, Luigi De Pascale
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Source: Crossref
Published: Jun 18, 2024
DOI: 10.1007/s00245-024-10136-3
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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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