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.
Entropic Approximation of ∞-Optimal Transport Problems / Brizzi C.; Carlier G.; De Pascale L.. - In: APPLIED MATHEMATICS AND OPTIMIZATION. - ISSN 0095-4616. - ELETTRONICO. - 90:(2024), pp. 10.0-10.0. [10.1007/s00245-024-10136-3]
Entropic Approximation of ∞-Optimal Transport Problems
Brizzi C.;Carlier G.;De Pascale L.
2024
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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