The entropic regularization of the Monge problem on the real line
classification
🧮 math.OC
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problementropicoptimalregularizationcostdensitydiffusedimension
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We study the entropic regularization of the optimal transport problem in dimension 1 when the cost function is the distance c(x, y) = |y -- x|. The selected plan at the limit is, among those which are optimal for the non-penalized problem, the most 'diffuse' one on the zones where it may have a density.
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