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

https://mediaspace.epfl.ch/media/0_2giyntcu

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Ontological neighbourhood

Mathematics

Analysis: Real analysis, Functional analysis

Algebra: Linear algebra

Geometry: Euclidean geometry

Logic

Classical logic: First-order logic

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