English

Optimal measure transportation with respect to non-traditional costs

Metric Geometry 2021-07-09 v2 Optimization and Control Probability

Abstract

We study optimal mass transport problems between two measures with respect to a non-traditional cost function, i.e. a cost cc which can attain the value ++\infty. We define the notion of cc-compatibility and strong-cc-compatibility of two measures, and prove that if there is a finite-cost plan between the measures then the measures must be cc-compatible, and if in addition the two measures are strongly cc-compatible, then there is an optimal plan concentrated on a cc-subgradient of a cc-class function. This function is the so-called potential of the plan. We give two proofs of this theorem, under slightly different assumptions. In the first we utilize the notion of cc-path-boundedness, showing that strong cc-compatibility implies a strong connectivity result for a directed graph associated with an optimal map. Strong connectivity of the graph implies that the cc-cyclic monotonicity of the support set (which follows from classical reasoning) guarantees its cc-path-boundedness, implying, in turn, the existence of a potential. We also give a constructive proof, in the case when one of the measures is discrete. This approach adopts a new notion of `Hall polytopes', which we introduce and study in depth, to which we apply a version of Brouwer's fixed point theorem to prove the existence of a potential in this case.

Keywords

Cite

@article{arxiv.2104.04838,
  title  = {Optimal measure transportation with respect to non-traditional costs},
  author = {Shiri Artstein-Avidan and Shay Sadovsky and Katarzyna Wyczesany},
  journal= {arXiv preprint arXiv:2104.04838},
  year   = {2021}
}

Comments

39 pages, 2 figures