Duality for the Entropic Optimal Transport Problem and Applications
Simone di Marino
We want to explore a different approach to the duality in the entropic optimal transport, much more in the spirit of optimal transport, which is different from the usual techniques coming from the Schrodinger problem. This will result in consistent a priori estimates, which are preserved in the limit of epsilon going to 0. As a byproduct we find new estimates for the Schrodinger problem and we prove the IPFP algorithm is converging also in the multimarginal case.
Simone Di Marino is an Associate Professor at University of Genova. He obtained his PhD at Scuola Normale Superiore in 2014 and his main research interests concern optimal transport and its applications. Previously he has held a post-doctoral position at University Paris-Sud 11 and he was a permanent Indam researcher at Scuola Normale Superiore.
2020-02-18 at 3:00 pm (subject to variability)