Lecture

Optimal Transport: Rockafellar Theorem

In course

Veniam reprehenderit esse velit in adipisicing anim eiusmod aute tempor reprehenderit veniam esse dolore anim. Do mollit proident minim et id adipisicing eu occaecat non amet laboris. Incididunt incididunt nisi minim sit.

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

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Mathematics

Analysis: Real analysis, Functional analysis

Algebra: Linear algebra

Geometry: Euclidean geometry

Logic

Classical logic: First-order logic

Related lectures (141)

Graph Chatbot

Chat with Graph Search

Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.

DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.