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3 votes
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Instances of c-concavity outside of optimal transport?

Let $X$ and $Y$ be metric spaces, and let $c:X\times Y\rightarrow \mathbb{R}$ be a nonnegative function which we refer to as a cost. For any $\phi:X\rightarrow \mathbb{R}$ and $\psi:Y\rightarrow \...
Brendan Mallery's user avatar
1 vote
0 answers
37 views

Sufficient condition for an $n$-tuple to be a convex conjugate

We say $(f_1,f_2,\dotsc,f_N)$ is a convex conjugate if for any $i=1,2,\dotsc,N$ and any $x_i\in\Bbb R^d$, we have: $$f_i(x_i)=\sup\left\{\sum_{k=1}^{N}\sum_{j=k+1}^N x_k x_j - \sum_{j=1,j\neq i}^N f_j(...
Silentmovie's user avatar
1 vote
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113 views

Statistical analysis of optimization solution involving Brenier potentials?

I'm reading the paper https://arxiv.org/pdf/1905.10812.pdf where strongly convex approximations to Brenier potentials are approximated. Let $\mathcal{E}$ be a partition of $\mathbb{R}^{d}$ and $ 0\leq ...
Kashif's user avatar
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How to deal with minimizing a flat objective function

Problematic (Debiased Sinkhorn barycenter, proposed by H.Janti et al.): Let $\alpha_1, \ldots, \alpha_K \in \Delta_n$ and $\mathbf{K}=e^{-\frac{\mathrm{C}}{\varepsilon}}$. Let $\pi$ denote a sequence ...
Tung Nguyen's user avatar