1.2NAMay 4, 2018
Regularization of ill-posed problems with non-negative solutionsChristian Clason, Barbara Kaltenbacher, Elena Resmerita
This survey reviews variational and iterative methods for reconstructing non-negative solutions of ill-posed problems in infinite-dimensional spaces. We focus on two classes of methods: variational methods based on entropy-minimization or constraints, and iterative methods involving projections or non-negativity-preserving multiplicative updates. We summarize known results and point out some open problems.
A Sinkhorn-Newton method for entropic optimal transportChristoph Brauer, Christian Clason, Dirk Lorenz et al.
We consider the entropic regularization of discretized optimal transport and propose to solve its optimality conditions via a logarithmic Newton iteration. We show a quadratic convergence rate and validate numerically that the method compares favorably with the more commonly used Sinkhorn--Knopp algorithm for small regularization strength. We further investigate numerically the robustness of the proposed method with respect to parameters such as the mesh size of the discretization.