Lecture
Optimal Transport: Rockafellar Theorem
In course
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Description
This lecture discusses the Rockafellar Theorem in the context of optimal transport, focusing on the concept of c-cyclical monotonicity and convex functions. The theorem states that the Legendre transform of a function is the supremum of linear functions. It also explores the subdifferential of a function and its application in convex analysis.
Official source
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