Optimal measure transportation with respect to non-traditional costs
Abstract
We study optimal mass transport problems between two measures with respect to a non-traditional cost function, i.e. a cost which can attain the value . We define the notion of -compatibility and strong--compatibility of two measures, and prove that if there is a finite-cost plan between the measures then the measures must be -compatible, and if in addition the two measures are strongly -compatible, then there is an optimal plan concentrated on a -subgradient of a -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 -path-boundedness, showing that strong -compatibility implies a strong connectivity result for a directed graph associated with an optimal map. Strong connectivity of the graph implies that the -cyclic monotonicity of the support set (which follows from classical reasoning) guarantees its -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