English

Duality for rectified Cost Functions

Optimization and Control 2010-09-10 v1

Abstract

It is well-known that duality in the Monge-Kantorovich transport problem holds true provided that the cost function c:X×Y[0,]c:X\times Y\to [0,\infty] is lower semi-continuous or finitely valued, but it may fail otherwise. We present a suitable notion of \emph{rectificaton} crc_r of the cost cc, so that the Monge-Kantorovich duality holds true replacing cc by crc_r. In particular, passing from cc to crc_r only changes the value of the primal Monge-Kantorovich problem. Finally, the rectified function crc_r is lower semi-continuous as soon as XX and YY are endowed with proper topologies, thus emphasizing the role of lower semi-continuity in the duality-theory of optimal transport.

Keywords

Cite

@article{arxiv.1009.1825,
  title  = {Duality for rectified Cost Functions},
  author = {Mathias Beiglboeck and Aldo Pratelli},
  journal= {arXiv preprint arXiv:1009.1825},
  year   = {2010}
}
R2 v1 2026-06-21T16:11:48.450Z