2000 character limit reached
Error estimate for regularized optimal transport problems via Bregman divergence (2309.11666v1)
Published 20 Sep 2023 in math.OC, cs.NA, and math.NA
Abstract: Regularization by the Shannon entropy enables us to efficiently and approximately solve optimal transport problems on a finite set. This paper is concerned with regularized optimal transport problems via Bregman divergence. We introduce the required properties for Bregman divergences, provide a non-asymptotic error estimate for the regularized problem, and show that the error estimate becomes faster than exponentially.