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Article Dans Une Revue Journal of Symbolic Computation Année : 2024

Toric Geometry of Entropic Regularization

Bernd Sturmfels
  • Fonction : Auteur
Simon Telen
  • Fonction : Auteur
Max von Renesse
  • Fonction : Auteur

Résumé

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, and we develop the use of optimal conic couplings. We compute the degree of the associated toric variety, and we explore algorithms like iterative scaling.
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Dates et versions

hal-04435868 , version 1 (02-02-2024)

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Bernd Sturmfels, Simon Telen, François-Xavier Vialard, Max von Renesse. Toric Geometry of Entropic Regularization. Journal of Symbolic Computation, 2024, ⟨10.48550/arXiv.2202.01571⟩. ⟨hal-04435868⟩
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