Minimization of energy functionals applied to some inverse problems

DOI10.1007/S00245-001-0019-5MaRDI QIDQ5955601zbMATH OpenOpenAlexFDO

Authors Christian Léonard

Publication date 14 February 2002

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00245-001-0019-5

zbMATH Keywords

convex integral functionalsFenchel dualityFredholm integral equationsmarginal problems

Mathematics Subject Classification ID

Fredholm integral equations (45B05) Abstract integral equations, integral equations in abstract spaces (45N05) Convex functions and convex programs in convex geometry (52A41)

Review text

The author considers a general class of problems of the minimization of convex integral functionals subject to linear constrains. Using Fenchel duality, he proves the equality of the values of the minimization problem and its associated dual problem. This equality is a variational criterion for the existance of a solution to a large class of inverse problems entering the class of generalized Fredholm integral equations. Some special examples of applications of this abstract result are also presented. In particular, constrained diffusion processes and several marginal problems for stochasatic processes are investigated.

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Cited in

(14)

• About the analogy between optimal transport and minimal entropy
• On the minimization of an energy functional
• Entropic turnpike estimates for the kinetic Schrödinger problem
• Entropic optimal transport: geometry and large deviations
• Convergence rate of general entropic optimal transport costs
• Entropic projections and dominating points
• A survey of the Schrödinger problem and some of its connections with optimal transport
• Minimization of strictly convex functions: an improved optimality test based on Fenchel duality
• Minimization Based Formulations of Inverse Problems and Their Regularization
• Fast heuristic methods for function reconstruction using derivative information
• Lagrangian uncertainty quantification and information inequalities for stochastic flows
• Enhanced computation of the proximity operator for perspective functions
• Dispersion-constrained martingale Schrödinger problems and the exact joint S\&P 500/VIX smile calibration puzzle
• Minimizers of energy functionals

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