A convexification of the mailing version of the finite Gilbert problem for optimal networks is introduced. It is ia convex functional on the set of probability measures subject to the Wasserstein $p-$ metric. The minimizer of this convex functional is a measure supported in a graph. If this graph is a tree (i.e contains no cycles) then this tree is also a minimum of the corresponding mailing Gilbert problem. A numerical algorithm for the implementation of the convexified Gilbert-mailing problem is also suggested, based on entropic regularization.
Categories: math.OC