ott.solvers.nn.conjugate_solvers.FenchelConjugateSolver#

class ott.solvers.nn.conjugate_solvers.FenchelConjugateSolver[source]#

Abstract conjugate solver class.

Given a function \(f\), numerically estimate the Fenchel conjugate \(f^\star(y) := -\inf_{x\in\mathbb{R}^n} f(x)-\langle x, y\rangle\).

Methods

solve(f, y[, x_init])

Solve for the conjugate.