Zusammenfassung für den Vortrag am 13.05.2022 (11:00 Uhr)

Arbeitsgemeinschaft ANGEWANDTE ANALYSIS

Simon Telen (MPI MiS, Leipzig)
Toric Geometry of Entropic Regularization

Entropic regularization is a method for large-scale linear programming. Geometrically, one traces intersections of the feasible polytope with scaled toric varieties, starting at the Birch point. We compare this to log-barrier methods, with reciprocal linear spaces, starting at the analytic center. We revisit entropic regularization for unbalanced optimal transport and we explore algorithms like iterative scaling. This is joint work with Bernd Sturmfels, François-Xavier Vialard and Max von Renesse.