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Results tagged with convex-optimization
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user 99469
Optimization with convex constraints and convex objectives; notions related to convex optimization such as sub-gradients, normal cones, separating hyperplanes
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Accepted
Optimal transport: the existence of an optimal pair of $c$-conjugate functions
I have found a related paper Existence and stability results in the $L^1$ theory of optimal transportation by Luigi Ambrosio and Aldo Pratelli. Step 2 of the proof of Theorem 3.2 is
Step 2. Now we sh …
- 825
2
votes
2
answers
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Optimal transport: the existence of an optimal pair of $c$-conjugate functions
$\newcommand{\diff}{ \, \mathrm d}$
Let
$X,Y$ be Polish spaces,
$\mathcal C_b(X)$ the space of all real-valued bounded continuous functions on $X$,
$\mathcal P(X)$ the space of Borel probability meas …
- 825