English

Monge solutions and uniqueness in multi-marginal optimal transport via graph theory

Optimization and Control 2021-11-10 v2

Abstract

We study a multi-marginal optimal transport problem with surplus b(x1,,xm)={i,j}Pxixjb(x_{1}, \ldots, x_{m})=\sum_{\{i,j\}\in P} x_{i}\cdot x_{j}, where PQ:={{i,j}:i,j{1,2,...m},ij}P\subseteq Q:=\{\{i,j\}: i, j \in \{1,2,...m\}, i \neq j\}. We reformulate this problem by associating each surplus of this type with a graph with mm vertices whose set of edges is indexed by PP. We then establish uniqueness and Monge solution results for two general classes of surplus functions. Among many other examples, these classes encapsulate the Gangbo and \'{S}wi\c{e}ch surplus [12] and the surplus i=1m1xixi+1+xmx1\sum_{i=1}^{m-1}x_{i}\cdot x_{i+1} + x_{m}\cdot x_{1} studied in an earlier work by the present authors [23].

Keywords

Cite

@article{arxiv.2104.09488,
  title  = {Monge solutions and uniqueness in multi-marginal optimal transport via graph theory},
  author = {Brendan Pass and Adolfo Vargas-Jiménez},
  journal= {arXiv preprint arXiv:2104.09488},
  year   = {2021}
}