Evolution variational inequalities with general costs

Abstract

We extend the theory of gradient flows beyond metric spaces by studying evolution variational inequalities (EVIs) driven by general cost functions $c$, including Bregman and entropic transport divergences. We establish several properties of the resulting flows, including stability and energy identities. Using novel notions of convexity related to costs $c$, we prove that EVI flows are the limit of splitting schemes, providing assumptions for both implicit and explicit iterations.

34 pages