Orlicz space regularization of continuous optimal transport problems

DOI10.1007/S00245-022-09826-7MaRDI QIDQ2128622zbMATH OpenOpenAlexFDO

Authors Dirk A. Lorenz, Hinrich Mahler

Publication date 22 April 2022

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2004.11574

zbMATH Keywords

regularizationoptimal transportdualityOrlicz space\( \varGamma \)-convergence

Mathematics Subject Classification ID

Convex programming (90C25) Optimal transportation (49Q22) Methods involving semicontinuity and convergence; relaxation (49J45)

Abstract: In this work we analyze regularized optimal transport problems in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, the aim is to find a transport plan, which is another Radon measure on the product of the sets, that has these two measures as marginals and minimizes the sum of a certain linear cost function and a regularization term. We focus on regularization terms where a Young's function applied to the (density of the) transport plan is integrated against a product measure. This forces the transport plan to belong to a certain Orlicz space. The predual problem is derived and proofs for strong duality and existence of primal solutions of the regularized problem are presented. Existence of (pre-)dual solutions is shown for the special case of $L^p$ regularization for $pgeq2$. Moreover, two results regarding $Gamma$-convergence are stated: The first is concerned with marginals that do not lie in the appropriate Orlicz space and guarantees $Gamma$-convergence to the original Kantorovich problem, when smoothing the marginals. The second results gives convergence of a regularized and discretized problem to the unregularized, continuous problem.

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Cited in

(7)

• Regularizing effects of the entropy functional in optimal transport and planning problems
• Bilevel optimization of the Kantorovich problem and its quadratic regularization. II: Convergence analysis
• Entropic regularization of continuous optimal transport problems
• Stability and sample complexity of divergence regularized optimal transport
• The dynamical Schrödinger problem in abstract metric spaces
• Bilevel optimal transport problems: existence, regularization and convergence
• Convergence rate of general entropic optimal transport costs

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