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Differential Equations and Nonlinear Analysis Seminar: Guillaume Carlier, CEREMADE, Université Paris-Dauphine, A refined Fenchel-Young inequality and applications to optimal transport and convex duality
November 2, 2022 | 3:00 pm - 4:00 pm EDT
In this talk, I will first present a very simple quantitative form of the Young-Fenchel inequality. I will then discuss some applications: a short proof of the Brøndsted-Rockafellar in Hilbert spaces and a primal-dual attainment for perturbed convex minimization problems. I will finally explain how this inequality (or some generalizations) can be used for quantitative stability of optimal transport and entropic optimal transport (this part is based on a joint work with Paul Pegon and Luca Tamanini).
Zoom meeting: Link