Camilla Brizzi, Guillaume Carlier, Luigi De Pascale
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Entropic Approximation of \(\infty \)-Optimal Transport Problems
We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish \(\Gamma \)-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects \(\infty \)-cyclically monotone plans at the limit. We also present some numerical illustrations performed with Sinkhorn’s algorithm.
期刊介绍：
The Applied Mathematics and Optimization Journal covers a broad range of mathematical methods in particular those that bridge with optimization and have some connection with applications. Core topics include calculus of variations, partial differential equations, stochastic control, optimization of deterministic or stochastic systems in discrete or continuous time, homogenization, control theory, mean field games, dynamic games and optimal transport. Algorithmic, data analytic, machine learning and numerical methods which support the modeling and analysis of optimization problems are encouraged. Of great interest are papers which show some novel idea in either the theory or model which include some connection with potential applications in science and engineering.
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