Relaxation of optimal transport problem via strictly convex functions

• URL: http://arxiv.org/abs/2102.07336v1
• Date: Mon, 15 Feb 2021 04:32:13 GMT
• Title: Relaxation of optimal transport problem via strictly convex functions
• Authors: Asuka Takatsu
• Abstract summary: An optimal transport problem on finite spaces is a linear program. Recently, a relaxation of the optimal transport problem via strictly convex functions, especially via the Kullback--Leibler divergence, sheds new light on data sciences. This paper provides the mathematical foundations and an iterative process based on a gradient descent for the relaxed optimal transport problem via Bregman divergences.
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: An optimal transport problem on finite spaces is a linear program. Recently, a relaxation of the optimal transport problem via strictly convex functions, especially via the Kullback--Leibler divergence, sheds new light on data sciences. This paper provides the mathematical foundations and an iterative process based on a gradient descent for the relaxed optimal transport problem via Bregman divergences.

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