Year: 2026
Type: preprint
Abstract: We establish sharp convergence rates for quadratically regularized optimal transport with quadratic cost in the regime of small regularization $\varepsilon$. In particular, we quantify the sparsity of the support of the regularized optimizer. For smooth marginal densities in $\mathbb{R}^d$, this support lies within a distance of order $\varepsilon^{1/(d+2)}$ from the Brenier graph, and every section of the support is sandwiched between balls with radii of that order. The geometry of the support is closely linked to the dual potentials. We show that the potentials satisfy uniform two-sided Hessian bounds and converge uniformly at rate $\varepsilon^{2/(d+2)}$, while their gradients converge at rate $\varepsilon^{1/(d+2)}$. The rates are sharp, and we further identify the regularity threshold where convergence breaks down.
Source: arXiv (Cornell University)
Authors: González-Sanz, Alberto, Nutz, Marcel
Institution: Columbia University
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Funder: National Science Foundation
OpenAlex ID: W7213591475