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The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…

Probability · Mathematics 2013-08-02 Christian Léonard

We show that, on a $2$-dimensional compact manifold, the optimal transport map in the semi-discrete random matching problem is well-approximated in the $L^2$-norm by identity plus the gradient of the solution to the Poisson problem $-\Delta…

Probability · Mathematics 2019-03-29 Luigi Ambrosio , Federico Glaudo , Dario Trevisan

We consider probability measures on $\mathbb{R}^{\infty}$ and study optimal transportation mappings for the case of infinite Kantorovich distance. Our examples include 1) quasi-product measures, 2) measures with certain symmetric…

Functional Analysis · Mathematics 2017-10-18 Alexander V. Kolesnikov , Danila A. Zaev

We prove quantitative bounds on the stability of optimal transport maps and Kantorovich potentials from a fixed source measure $\rho$ under variations of the target measure $\mu$, when the cost function is the squared Riemannian distance on…

Metric Geometry · Mathematics 2025-05-06 Jun Kitagawa , Cyril Letrouit , Quentin Mérigot

The optimal transportation problem, first suggested by Gaspard Monge in the 18th century and later revived in the 1940s by Leonid Kantorovich, deals with the question of transporting a certain measure to another, using transport maps or…

Optimization and Control · Mathematics 2025-01-24 Shlomi Gover

We show that a class of Poincar\'e-Wirtinger inequalities on bounded convex sets can be obtained by means of the dynamical formulation of Optimal Transport. This is a consequence of a more general result valid for convex sets, possibly…

Analysis of PDEs · Mathematics 2016-01-05 Lorenzo Brasco , Filippo Santambrogio

Generated Jacobian equations are Monge-Amp\`ere type equations which contain optimal transport as a special case. Therefore, optimal transport case has its own special structure which is not necessarily true for more general generated…

Analysis of PDEs · Mathematics 2021-06-02 Seonghyeon Jeong

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…

Optimization and Control · Mathematics 2009-01-19 Mathias Beiglböck , Martin Goldstern , Gabriel Maresch , Walter Schachermayer

We consider the problem of optimal exchange which can be formulated as a kind of optimal transportation problem. The existence of an optimal solution and a duality theorem for the optimal exchange problem are proved in case of completely…

Functional Analysis · Mathematics 2024-12-10 Alexander Kolesnikov , Svetlana Popova

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

We present new geometric intuition on dynamical versions of regularized optimal transport. We introduce two families of variational problems on Riemannian manifolds which contain analogues of the Schr\"odinger bridge problem and the Yasue…

Optimization and Control · Mathematics 2017-04-24 Flavien Léger

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…

Probability · Mathematics 2019-04-08 Gaoyue Guo , Jan Obloj

We consider three fundamental classes of compact almost homogeneous manifolds and show that the complements of singular complex orbits in such manifolds are endowed with plurisubharmonic exhaustions satisfying complex homogeneous…

Complex Variables · Mathematics 2017-06-06 Morris Kalka , Giorgio Patrizio , Andrea Spiro

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

Probability · Mathematics 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

In this paper, we prove existence of $L^p$-optimal transport maps with $p \in (1,\infty)$ in a class of branching metric spaces defined on $\mathbb{R}^N$. In particular, we introduce the notion of cylinder-like convex function and we prove…

Metric Geometry · Mathematics 2024-10-31 Guoxi Liu , Mattia Magnabosco , Yicheng Xia

We study the entropic regularizations of optimal transport problems under suitable summability assumptions on the point-wise transport cost. These summability assumptions already appear in the literature. However, we show that the weakest…

Optimization and Control · Mathematics 2025-12-30 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

Optimal transport is a geometrically intuitive, robust and flexible metric for sample comparison in data analysis and machine learning. Its formal Riemannian structure allows for a local linearization via a tangent space approximation. This…

Optimization and Control · Mathematics 2024-06-07 Clément Sarrazin , Bernhard Schmitzer

In the Monge-Kantorovich transport problem, the transport cost is expressed in terms of transport maps or transport plans, which play crucial roles there. A variant of the Monge-Kantorovich problem is the ramified (branching) transport…

Analysis of PDEs · Mathematics 2023-10-09 Qinglan Xia , Haotian Sun

The optimal mass transportation was introduced by Monge some 200 years ago and is, today, the source of large number of results in analysis, geometry and convexity. Here I investigate a new, surprising link between optimal transformations…

Dynamical Systems · Mathematics 2010-10-19 Gershon Wolansky

We develop an $\e$-regularity theory at the boundary for a general class of Monge-Amp\`ere type equations arising in optimal transportation. As a corollary we deduce that optimal transport maps between H\"older densities supported on $C^2$…

Analysis of PDEs · Mathematics 2014-12-19 Shibing Chen , Alessio Figalli