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Talk

Toric Geometry of Entropic Regularization

  • Simon Telen (MPI MiS, Leipzig)
G3 10 (Lecture hall)

Abstract

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.

Katja Heid

MPI for Mathematics in the Sciences Contact via Mail

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  • Mar 15, 2024 tba with Esther Bou Dagher
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