Non-commutative Optimal Transport for semi-definite positive matrices
Abstract
We introduce the von Neumann entropy regularization of Unbalanced Non-commutative Optimal Transport, specifically Non-commutative Optimal Transport between semi-definite positive matrices (not necessarily with trace one). We prove the existence of a minimizer, compute the weak dual formulation and prove -convergence results, demonstrating convergence to both Unbalanced Non-commutative Optimal Transport (as the Entropy-regularization parameter tends to zero) and von Neumann entropy regularized Non-commutative Optimal Transport problems (as the unbalanced penalty parameter tends to infinity). To draw an analogy to the Non-commutative case, we provide a concise introduction of the static formulation of Unbalanced Optimal Transport between positive measures and bounded cost
Cite
@article{arxiv.2309.04846,
title = {Non-commutative Optimal Transport for semi-definite positive matrices},
author = {Augusto Gerolin and Nataliia Monina},
journal= {arXiv preprint arXiv:2309.04846},
year = {2024}
}