Generalized Iterative Scaling for Regularized Optimal Transport with Affine Constraints: Application Examples

Examples for regularized OT with affine constraints using the algorithm called generalized iterative scaling (GIS) or simultaneous algebraic multiplicative reconstruction technique (SMART):

• Minimizing the regularized OT divergence to a given measure, subject to moment constraints
• Martingale OT
• Barycentric weak OT

Corresponding paper: https://arxiv.org/abs/2305.07071