Related papers: A saddle-point approach to the Monge-Kantorovich o…
A measure theoretical approach is presented to study the Monge-Kantorovich optimal mass transport problem. This approach together with Kantorovich duality provide an effective tool to answer a long standing question about the support of…
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…
We consider the modified Monge-Kantorovich problem with additional restriction: admissible transport plans must vanish on some fixed functional subspace. Different choice of the subspace leads to different additional properties optimal…
This paper shows that the semi-dual formulation of the optimal transport problem has a degenerate saddle-point structure, and that its numerical solution is equivalent to solving a constrained optimization problem. We derive necessary and…
We consider an extension of the Monge-Kantorovitch optimal transportation problem. The mass is transported along a continuous semimartingale, and the cost of transportation depends on the drift and the diffusion coefficients of the…
One revisits the standard saddle-point method based on conjugate duality for solving convex minimization problems. Our aim is to reduce or remove unnecessary topological restrictions on the constraint set. Dual equalities and…
We present a general method, based on conjugate duality, for solving a convex minimization problem without assuming unnecessary topological restrictions on the constraint set. It leads to dual equalities and characterizations of the…
We establish a variant of Monge--Kantorovich duality for a constrained optimal transport problem with a continuum of agents, a finite set of alternatives, and general linear constraints. As an application, we revisit the large-market model…
We study Kantorovich type optimal transportation problems with nonlinear cost functions, including dependence on conditional measures of transport plans. A range of nonlinear Kantorovich problems for cost functions of a special form is…
We consider symmetric multi-marginal Kantorovich optimal transport problems on finite state spaces with uniform-marginal constraint. These problems consist of minimizing a linear objective function over a high-dimensional polytope, here…
We study a multi-marginal optimal transportation problem. Under certain conditions on the cost function and the first marginal, we prove that the solution to the relaxed, Kantorovich version of the problem induces a solution to the Monge…
We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…
Solutions to Monge-Kantorovich equations, expressing optimality condition in mass transportation problem with cost equal to distance, are stationary points of a critical-slope model for sand surface evolution. Using a dual variational…
This paper works with preconvexlike set-valued vector optimization problems in topological linear spaces. A Fakas-Minkowski alternative theorem, a scalarization theorem, some vector saddle-point theorems and some scalar saddle point theorem…
The aim of this article is to show that the Monge-Kantorovich problem is the limit of a sequence of entropy minimization problems when a fluctuation parameter tends down to zero. We prove the convergence of the entropic values to the…
Over the past five years, multi-marginal optimal transport, a generalization of the well known optimal transport problem of Monge and Kantorovich, has begun to attract considerable attention, due in part to a wide variety of emerging…
We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…
It is known from clever mathematical examples \cite{Ca10} that the Monge ansatz may fail in continuous two-marginal optimal transport (alias optimal coupling alias optimal assignment) problems. Here we show that this effect already occurs…
We consider Kantorovich optimal transportation problem in the case where the cost function and marginal distributions continuously depend on a parameter with values in a metric space. We prove the existence of approximate optimal Monge…
The purpose of this note is to show that the solution to the Kantorovich optimal transportation problem is supported on a Lipschitz manifold, provided the cost is $C^{2}$ with non-singular mixed second derivative. We use this result to…