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 is lower semi-continuous or finitely valued, but it may fail otherwise. We present a suitable notion of \emph{rectificaton} of the cost , so that the Monge-Kantorovich duality holds true replacing by . In particular, passing from to only changes the value of the primal Monge-Kantorovich problem. Finally, the rectified function is lower semi-continuous as soon as and 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}
}