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Stability of the Monge Map in Semi-Dual Optimal Transport

Selitskiy, Anton et al.
arXiv (All) · Papers
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machine-learningoptimization-and-control
This paper shows that the semi-dual formulation of the optimal transport problem has a degenerate saddle-point structure, and that its numerical solution is equivalent to solving a constrained optimization problem. We derive necessary and sufficient conditions for the convergence of Monge maps witho
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