N&O seminar: Simon Telen (CWI)

Everyone is welcome to attend the next N&O seminar with Simon Telen with the title 'Toric geometry of entropic regularization.'

Everyone is welcome to attend the next N&O seminar with Simon Telen with the title 'Toric geometry of entropic regularization.'

 

The talk will take place in L017 at CWI, along with zoom support for remote participants. For more information and registration to get the Zoom link via e-mail, please contact Willem Feijen (willem.feijen at cwi.nl), Samarth Tiwari (samarth.tiwari at cwi.nl) or Sven Polak (sven.polak at cwi.nl).

 

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. We develop the use of optimal conic couplings and compute the degree of the associated toric variety. We also discuss generalizations for semidefinite programming.

This is joint work with Bernd Sturmfels, François-Xavier Vialard and Max von Renesse.