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Article Dans Une Revue Calculus of Variations and Partial Differential Equations Année : 2023

Convergence rate of general entropic optimal transport costs

Résumé

We investigate the convergence rate of the optimal entropic cost vε to the optimal transport cost as the noise parameter ε↓0. We show that for a large class of cost functions c on Rd×Rd (for which optimal plans are not necessarily unique or induced by a transport map) and compactly supported and L᪲ marginals, one has vε − v0 = d/2 εlog(1/ε) + O(ε). Upper bounds are obtained by a block approximation strategy and an integral variant of Alexandrov's theorem. Under an infinitesimal twist condition on c, i.e. invertibility of ∇²xy c, we get the lower bound by establishing a quadratic detachment of the duality gap in d dimensions thanks to Minty's trick.
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hal-03689945 , version 1 (07-06-2022)

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Guillaume Carlier, Paul Pegon, Luca Tamanini. Convergence rate of general entropic optimal transport costs. Calculus of Variations and Partial Differential Equations, 2023, 62 (4), pp.116. ⟨10.1007/s00526-023-02455-0⟩. ⟨hal-03689945⟩
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