4 papers · 2 filters
Sparsity of Quadratically Regularized Optimal Transport: Scalar Case
Alberto González-Sanz, Marcel Nutz
The quadratically regularized optimal transport problem is empirically known to have sparse solutions: its optimal coupling has sparse support for small regulariz…
Monotonicity in Quadratically Regularized Linear Programs
Alberto González-Sanz, Marcel Nutz, Andrés Riveros Valdevenito
In optimal transport, quadratic regularization is a sparse alternative to entropic regularization: the solution measure tends to have small support. Computational experience sugges…
Quantitative Convergence of Quadratically Regularized Linear Programs
Alberto González-Sanz, Marcel Nutz
Linear programs with quadratic regularization are attracting renewed interest due to their applications in optimal transport: unlike entropic regularization, the squared-norm penal…
Quadratically Regularized Optimal Transport: Existence and Multiplicity of Potentials
Marcel Nutz
The optimal transport problem with quadratic regularization is useful when sparse couplings are desired. The density of the optimal coupling is described by two functions called po…