$\mathcal{W}_\infty$-transport with discrete target as a combinatorial matching problem
Optimization and Control
2020-07-17 v1 Numerical Analysis
Numerical Analysis
Abstract
In this short note, we show that given a cost function , any coupling of two probability measures where the second is a discrete measure can be associated to a certain bipartite graph containing a perfect matching, based on the value of the infinity transport cost . This correspondence between couplings and bipartite graphs is explicitly constructed. We give two applications of this result to the optimal transport problem when the target measure is discrete, the first is a condition to ensure existence of an optimal plan induced by a mapping, and the second is a numerical approach to approximating optimal plans.
Cite
@article{arxiv.2007.07980,
title = {$\mathcal{W}_\infty$-transport with discrete target as a combinatorial matching problem},
author = {Mohit Bansil and Jun Kitagawa},
journal= {arXiv preprint arXiv:2007.07980},
year = {2020}
}
Comments
12 pages, comments welcome!