Stochastic Optimization in Semi-Discrete Optimal Transport: Convergence Analysis and Minimax Rate

Ferdinand Genans, Antoine Godichon-Baggioni, François-Xavier Vialard +1

We investigate the semi-discrete Optimal Transport (OT) problem, where a continuous source measure $\hat{I}¼$ is transported to a discrete target measure $\hat{I}½$, with particular attention…