ott.math.legendre# ott.math.legendre(fun, **kwargs)[source]# Legendre (Fenchel) transform of a function. The solution is computed numerically using L-BFGS. Parameters: fun (Callable[[Array], Array]) – A function to be transformed, must be convex for the transform to be properly defined. kwargs (Any) – Keyword arguments for lbfgs(), e.g. maximal iterations max_iters, convergence tolerance tol or optax.lbfgs() arguments. Return type: Callable[[Array, Optional[Array], Any], Array] Returns: A function that computes numerically the Legendre transform of the fun at a given point.
