Weak topology and Opial property in Wasserstein spaces, with applications to gradient flows and proximal point algorithms of geodesically convex functionals

DOI10.4171/RLM/955zbMATH Open1484.60002arXiv2104.06121MaRDI QIDQ2116067FDOQ2116067

Giuseppe Savaré, Emanuele Naldi

Publication date: 16 March 2022

Published in: Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni (Search for Journal in Brave)

Abstract: In this paper we discuss how to define an appropriate notion of weak topology in the Wasserstein space $(mathcal{P}_2(H),W_2)$ of Borel probability measures with finite quadratic moment on a separable Hilbert space $H$. We will show that such a topology inherits many features of the usual weak topology in Hilbert spaces, in particular the weak closedness of geodesically convex closed sets and the Opial property characterizing weakly convergent sequences. We apply this notion to the approximation of fixed points for a non-expansive map in a weakly closed subset of $mathcal{P}_2(H)$ and of minimizers of a lower semicontinuous and geodesically convex functional $phi:mathcal{P}_2(H)o(-infty,+infty]$ attaining its minimum. In particular, we will show that every solution to the Wasserstein gradient flow of $phi$ weakly converge to a minimizer of $phi$ as the time goes to $+infty$. Similarly, if $phi$ is also convex along generalized geodesics, every sequence generated by the proximal point algorithm converges to a minimizer of $phi$ with respect to the weak topology of $mathcal{P}_2(H)$.

Full work available at URL: https://arxiv.org/abs/2104.06121

zbMATH Keywords

optimal transportWasserstein spacegradient flowsdisplacement convexityweak topology

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Optimal transportation (49Q22) Probability measures on topological spaces (60B05) Methods involving semicontinuity and convergence; relaxation (49J45)

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Cited In (1)

• Applications of optimal transportation. Abstracts from the workshop held February 4--9, 2024

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