Entropic approximation of \infty-optimal transport problems

MaRDI QIDQ6427381zbMATH OpenFDO

Authors Guillaume Carlier, Camilla Brizzi, Luigi De Pascale

Publication date 23 February 2023

Mathematics Subject Classification ID

Optimal transportation (49Q22) Numerical optimization and variational techniques (65K10)

Abstract: 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.

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