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In Theorem 14.37 of Variational Analysis by Rockafellar and Wets, it shows that for any normal integrand $f:T\times\mathbb{R}^n\to\overline{\mathbb{R}}$, the function $p:T\to\overline{\mathbb{R}}$ giv …

It is well known that the internal energy (see, e.g., Definition 3.32 in and Proposition 3.33 in 1) is geodesically convex with the 2-Wasserstein distance. I was wondering under what condition, the in …

Let $A \in \mathbb{R}^{n \times m}$ and $b \in \mathbb{R}^n$. Suppose $m \ll n$. How to solve this quadratic program efficiently? $$\min_{x \in \mathbb{R}^n} \frac{1}{2} x^\top AA^\top x + b^\top x$$ …

Let $K>1$ be a positive integer. Consider a function class $$\mathcal{F}_K:=\Big\{\max_{1\leq k\leq K} a_k^\top x + b_k:\ ||a_k||\leq 1, |b_k|\leq 1, \forall 1\leq k\leq K \Big\}$$ on some compact reg …

I am looking for the largest Wasserstein distance to the uniform distribution among all probability distributions with uniform marginals. More specifically, let $\Xi=\{1,2,\ldots,N\}^2$, and let $\nu …