Related papers: Multi-marginal maximal monotonicity and convex ana…
In the classical Monge-Kantorovich problem, the transportation cost only depends on the amount of mass sent from sources to destinations and not on the paths followed by this mass. Thus, it does not allow for congestion effects. Using the…
The primary purpose of this note is to provide an instructional summary of the state of the art regarding cyclic monotonicity and related notions. We will also present how these notions are tied to optimality in the optimal transport (or…
Based on the multidimensional irreducible paving of De March & Touzi, we provide a multi-dimensional version of the quasi sure duality for the martingale optimal transport problem, thus extending the result of Beiglb\"ock, Nutz & Touzi.…
While globally optimal solutions to many convex programs can be computed efficiently in polynomial time, this is, in general, not possible for nonconvex optimization problems. Therefore, locally optimal approaches or other efficient…
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…
A key idea in convex optimization theory is to use well-structured affine functions to approximate general functions, leading to impactful developments in conjugate functions and convex duality theory. This raises the question: what are the…
The monotonicity of entropy is investigated for real quadratic rational maps on the real circle $\mathbb{R}\cup\{\infty\}$ based on the natural partition of the corresponding moduli space $\mathcal{M}_2(\mathbb{R})$ into its monotonic,…
Any maximal monotone operator can be characterized by a convex function. The family of such convex functions is invariant under a transformation connected with the Fenchel-Legendre conjugation. We prove that there exist a convex…
We consider the multi-marginal optimal transport of aligning several compactly supported marginals on the Heisenberg group to minimize the total cost, which we take to be the sum of the squared Carnot-Carath\'eodory distances from the…
Equivalent conditions that make the normal cone maximal monotone are investigated in the general settings of locally convex spaces. Some consequences such as Bishop Phelps and sum representability results are presented in the last part.
The most important open problem in Monotone Operator Theory concerns the maximal monotonicity of the sum of two maximal monotone operators provided that Rockafellar's constraint qualification holds. In this note, we provide a new maximal…
We prove existence of an optimal transport map in the Monge-Kantorovich problem associated to a cost $c(x,y)$ which is not finite everywhere, but coincides with $|x-y|^2$ if the displacement $y-x$ belongs to a given convex set $C$ and it is…
We consider the Monge-Kantorovich transport problem in a purely measure theoretic setting, i.e. without imposing continuity assumptions on the cost function. It is known that transport plans which are concentrated on c-monotone sets are…
In this note we use recent results concerning the sum theorem for maximal monotone multifunctions in general Banach spaces to find new characterizations and properties of regular maximal monotone multifunctions and then use these to…
We are concerned with surjectivity of perturbations of maximal monotone operators in non-reflexive Banach spaces. While in a reflexive setting, a classical surjectivity result due to Rockafellar gives a necessary and sufficient condition to…
In contrast to Part I of this treatise [1] that focuses on the optimization problems associated with single matrix variables, in this paper, we investigate the application of the matrix-monotonic optimization framework in the optimization…
In the first part of the note we prove that a sufficient condition (due to Simons) for the convexity of the closure of the domain/range of a monotone operator is also necessary when the operator has bounded domain and is maximal. Simons'…
We disprove a conjecture in Density Functional Theory, relative to multimarginal optimal transport maps with Coulomb cost. We also provide examples of maps satisfying optimality conditions for special classes of data.
Convexity is an important notion in non linear optimization theory as well as in infinite dimensional functional analysis. As will be seen below, very simple and powerful tools will be derived from elementary duality arguments (which are…
We give new characterizations for matrix monotonicity and convexity of fixed order which connects previous characterizations by Loewner, Dobsch, Donoghue, Kraus and Bendat--Sherman. The ideas introduced are then used to characterize matrix…