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math.OC2025
Shannon-and von neumann-entropy regularizations of linear and semidefinite programs
Saroj Prasad Chhatoi, Jean B Lasserre
We consider the LP in standard form min {c T x\,: Ax = b; x 0} and inspired by -regularization in Optimal Transport, we introduce its -regularization ''min {c T x + …
math.OC2025
A laplace duality for integration
Jean B Lasserre
We consider the integral v(y) = Ky f (x)dx on a domain Ky = {x R d\,: g(x) y}, where g is nonnegative and Ky is compact for all y [0, +). Under some assum…