Optimal transportation for a quadratic cost with convex constraints and applications
Optimization and Control
2011-10-17 v1
Abstract
We prove existence of an optimal transport map in the Monge-Kantorovich problem associated to a cost which is not finite everywhere, but coincides with if the displacement belongs to a given convex set and it is otherwise. The result is proven for satisfying some technical assumptions allowing any convex body in and any convex polyhedron in , . The tools are inspired by the recent Champion-DePascale-Juutinen technique. Their idea, based on density points and avoiding disintegrations and dual formulations, allowed to deal with problems and, later on, with the Monge problem for arbitrary norms.
Keywords
Cite
@article{arxiv.1110.3237,
title = {Optimal transportation for a quadratic cost with convex constraints and applications},
author = {Chloé Jimenez and Filippo Santambrogio},
journal= {arXiv preprint arXiv:1110.3237},
year = {2011}
}