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Pré-Publication, Document De Travail Année : 2022

Fenchel-Young inequality with a remainder and applications to convex duality and optimal transport

Résumé

This short note is devoted to some applications of a simple quantitative form of the Fenchel-Young inequality in Hilbert spaces. Our initial motivation comes from a stability question in optimal transport. We derive from the quantitative form of the Fenchel-Young inequality a simple and constructive proof of the Brøndsted-Rockafellar theorem and a perturbed primal-dual attainment result in Hilbert spaces.
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Dates et versions

hal-03614052 , version 1 (19-03-2022)
hal-03614052 , version 2 (16-04-2022)

Identifiants

  • HAL Id : hal-03614052 , version 1

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Guillaume Carlier. Fenchel-Young inequality with a remainder and applications to convex duality and optimal transport. 2022. ⟨hal-03614052v1⟩
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