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We study an optimal weak transport cost related to the notion of convex order between probability measures. On the real line, we show that this weak transport cost is reached for a coupling that does not depend on the underlying cost…

Probability · Mathematics 2015-12-25 Nathael Gozlan , Cyril Roberto , Paul-Marie Samson , Yan Shu , Prasad Tetali

This work is devoted to direct mass transportation proofs of families of functional inequalities in the context of one-dimensional free probability, avoiding random matrix approximation. The inequalities include the free form of the…

Functional Analysis · Mathematics 2009-03-24 Michel Ledoux , Ionel Popescu

Submodular set-functions have many applications in combinatorial optimization, as they can be minimized and approximately maximized in polynomial time. A key element in many of the algorithms and analyses is the possibility of extending the…

Machine Learning · Computer Science 2016-02-24 Francis Bach

This paper studies duality and optimality conditions for general convex stochastic optimization problems. The main result gives sufficient conditions for the absence of a duality gap and the existence of dual solutions in a locally convex…

Optimization and Control · Mathematics 2022-06-01 Teemu Pennanen , Ari-Pekka Perkkiö

In this paper we prove different functional inequalities extending the classical Rogers-Shephard inequalities for convex bodies. The original inequalities provide an optimal relation between the volume of a convex body and the volume of…

Functional Analysis · Mathematics 2016-09-14 David Alonso-Gutiérrez , Bernardo González Merino , C. Hugo Jiménez , Rafael Villa

We present several theorems on strict and strong convexity, and higher order differential formulae for sandwiched quasi-relative entropy (a parametrised version of the classical fidelity). These are crucial for establishing global linear…

Functional Analysis · Mathematics 2018-10-17 Rajendra Bhatia , Tanvi Jain , Yongdo Lim

In this paper, we introduce the notion of conditional $h$-convex functions and we prove an operator version of the Jensen inequality for conditional $h$-convex functions. Using this type of functions, we give some refinements for Ky-Fan's…

Functional Analysis · Mathematics 2022-10-11 Ismail Nikoufar , Davuod Saeedi

In this paper, we introduce methods from convex optimization to solve the multimarginal transport type problems arise in the context of density functional theory. Convex relaxations are used to provide outer approximation to the set of…

Optimization and Control · Mathematics 2018-08-15 Yuehaw Khoo , Lexing Ying

Jensen's inequality, attributed to Johan Jensen -- a Danish mathematician and engineer noted for his contributions to the theory of functions -- is a ubiquitous result in convex analysis, providing a fundamental lower bound for the…

Information Theory · Computer Science 2026-01-09 Sambhab Mishra

In this article, we further explore convex functions by revealing new bounds, resulting from stronger convexity behavior. In particular, we define the so called radical convex functions and study their properties. We will see that such…

Functional Analysis · Mathematics 2020-10-13 Mohammad Sababheh , Hamid Reza Moradi

We shall present a measure theoretical approach for which together with the Kantorovich duality provide an efficient tool to study the optimal transport problem. Specifically, we study the support of optimal plans where the cost function…

Analysis of PDEs · Mathematics 2014-11-21 Abbas Moameni

This paper gives two different proofs to a structural theorem of decreasing minimization (lexicographic optimization) on integrally convex sets. The theorem states that the set of decreasingly minimal elements of an integrally convex set…

Optimization and Control · Mathematics 2025-04-28 Kazuo Murota , Akihisa Tamura

In this work, we construct a novel numerical method for solving the multi-marginal optimal transport problems with Coulomb cost. This type of optimal transport problems arises in quantum physics and plays an important role in understanding…

Optimization and Control · Mathematics 2023-06-16 Yukuan Hu , Huajie Chen , Xin Liu

We consider so-called branched transport and variants thereof in two space dimensions. In these models one seeks an optimal transportation network for a given mass transportation task. In two space dimensions, they are closely connected to…

Numerical Analysis · Mathematics 2020-04-01 Carolin Dirks , Benedikt Wirth

We prove a geometric linearisation result for minimisers of optimal transport problems where the cost-function is strongly p-convex and of p-growth. Initial and target measures are allowed to be rough, but are assumed to be close to…

Analysis of PDEs · Mathematics 2024-04-08 Lukas Koch

Some conjectures and open problems in convex geometry are presented, and their physical origin, meaning, and importance, for quantum theory and generic statistical theories, are briefly discussed.

Metric Geometry · Mathematics 2011-05-18 P. G. L. Porta Mana

In this paper we analyze a mass transportation problem in a bounded domain with the possibility to transport mass to/from the boundary, paying the transport cost, that is given by the Euclidean distance plus an extra cost depending on the…

Functional Analysis · Mathematics 2016-09-28 Samer Dweik

With this note we bring again into attention a vector dual problem neglected by the contributions who have recently announced the successful healing of the trouble encountered by the classical duals to the classical linear vector…

Optimization and Control · Mathematics 2019-11-13 Radu Ioan Bot , Sorin-Mihai Grad , Gert Wanka

We give a proof of the "five gradients inequality" of Optimal Transportation Theory for general costs of the form $c(x,y)=h(x-y)$ where $h$ is a $C^1$ strictly convex radially symmetric function.

Analysis of PDEs · Mathematics 2022-10-14 Thibault Caillet

In this work, we introduce a new class of non-convex functions, called implicit concave functions, which are compositions of a concave function with a continuously differentiable mapping. We analyze the properties of their minimization by…

Optimization and Control · Mathematics 2025-10-08 Vittorio Latorre