Non-commutative Optimal Transport for semi-definite positive matrices

Augusto Gerolin, Nataliia Monina

arXiv (Cornell University)(2023)

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摘要
We introduce the von Neumann entropy regularization of Unbalanced Non-commutative Optimal Transport, specifically Non-commutative Optimal Transport between semi-definite positive matrices (not necessarily with trace one). We prove the existence of a minimizer, compute the dual formulation and prove $\Gamma$-convergence results, demonstrating convergence to both Unbalanced Non-commutative Optimal Transport (as the Entropy-regularization parameter tends to zero) and von Neumann entropy regularized Non-commutative Optimal Transport problems (as the unbalanced penalty parameter tends to infinity). To draw an analogy to the Non-commutative case, we provide a concise introduction of the static formulation of Unbalanced Optimal Transport between probability measures and bounded cost functions.
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关键词
transport,non-commutative,semi-definite
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