[MRG] More general solvers for ``ot.solve`and examples of different variants. by rflamary · Pull Request #620 · PythonOT/POT

Types of changes

In this PR we propose the following contribution

  • generalization of Unbalaced BFGS solver to TV marginal penalization and general regularizer terms (given as a tuple of value, grad functions)
  • Generalization of ot.solve to handle TV marginal penalization for unbalanced solver and general regularization for unbalanced and exact ot solver (using cg)
  • Example of a grid of regularization and marginal penalization in the doc

Motivation and context / Related issue

How has this been tested (if it applies)

PR checklist

  • I have read the CONTRIBUTING document.
  • The documentation is up-to-date with the changes I made (check build artifacts).
  • All tests passed, and additional code has been covered with new tests.
  • I have added the PR and Issue fix to the RELEASES.md file.