On the Connection between Dynamical Optimal Transport and Functional Lifting

6 Jul 2020  ·  Thomas Vogt, Roland Haase, Danielle Bednarski, Jan Lellmann ·

Functional lifting methods provide a tool for approximating solutions of difficult non-convex problems by embedding them into a larger space. In this work, we investigate a mathematically rigorous formulation based on embedding into the space of pointwise probability measures over a fixed range $\Gamma$. Interestingly, this approach can be derived as a generalization of the theory of dynamical optimal transport. Imposing the established continuity equation as a constraint corresponds to variational models with first-order regularization. By modifying the continuity equation, the approach can also be extended to models with higher-order regularization.

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