# Entropic regularization of continuous optimal transport problems

## TL;DR

This paper provides a comprehensive analysis of entropic regularization in continuous optimal transport, establishing duality, existence of solutions, and convergence results, especially addressing cases with marginals lacking finite entropy.

## Contribution

It introduces a novel analysis framework using Orlicz spaces for entropic regularization, proving existence and duality results, and demonstrating Gamma-convergence for non-finite entropy marginals.

## Key findings

- Strong duality for the regularized problem in continuous functions.
- Existence of minimizers in Orlicz space when marginals have finite entropy.
- Gamma-convergence of regularized solutions to the original problem.

## Abstract

We analyze continuous optimal transport problems in the so-called Kantorovich form, where we seek a transport plan between two marginals that are probability measures on compact subsets of Euclidean space. We consider the case of regularization with the negative entropy with respect to the Lebesgue measure, which has attracted attention because it can be solved by the very simple Sinkhorn algorithm. We first analyze the regularized problem in the context of classical Fenchel duality and derive a strong duality result for a predual problem in the space of continuous functions. However, this problem may not admit a minimizer, which prevents obtaining primal-dual optimality conditions. We then show that the primal problem is naturally analyzed in the Orlicz space of functions with finite entropy in the sense that the entropically regularized problem admits a minimizer if and only if the marginals have finite entropy. We then derive a dual problem in the corresponding dual space, for which existence can be shown by purely variational arguments and primal-dual optimality conditions can be derived. For marginals that do not have finite entropy, we finally show Gamma-convergence of the regularized problem with smoothed marginals to the original Kantorovich problem.