# Entropic regularization of continuous optimal transport problems

arXiv: https://arxiv.org/abs/1906.01333 · HTML: https://mlsanity.com/paper/1906.01333/

## Key facts

- Cited by 10 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 4 Jun 2019.

## Built on by (most cited first, 10 of 10)

- [Low-Rank Sinkhorn Factorization](https://mlsanity.com/paper/2103.04737/) (2021)
- [Energy-guided Entropic Neural Optimal Transport](https://mlsanity.com/paper/2304.06094/) (2023)
- [Low-rank Optimal Transport: Approximation, Statistics and Debiasing](https://mlsanity.com/paper/2205.12365/) (2022)
- [Semi-Discrete Optimal Transport: Hardness, Regularization and Numerical Solution](https://mlsanity.com/paper/2103.06263/) (2021)
- [Energy-Guided Continuous Entropic Barycenter Estimation for General Costs](https://mlsanity.com/paper/2310.01105/) (2023)
- [The Synergy Between Optimal Transport Theory and Multi-Agent Reinforcement Learning](https://mlsanity.com/paper/2401.10949/) (2024)
- [Optimal transport with f-divergence regularization and generalized Sinkhorn algorithm](https://mlsanity.com/paper/2105.14337/) (2021)
- [Multivariate rank via entropic optimal transport: sample efficiency and generative modeling](https://mlsanity.com/paper/2111.00043/) (2021)
- [Image reconstruction in light-sheet microscopy: spatially varying deconvolution and mixed noise](https://mlsanity.com/paper/2108.03642/) (2021)
- [Sparse Partial Optimal Transport via Quadratic Regularization](https://mlsanity.com/paper/2508.08476/) (2025)

## Abstract (arXiv)

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.