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This article studies problems of optimal transport, by embedding them in a general functional analytic framework of convex optimization. This provides a unified treatment of a large class of related problems in probability theory and allows…

Probability · Mathematics 2017-10-31 Teemu Pennanen , Ari-Pekka Perkkiö

The Kantorovich metric provides a way of measuring the distance between two Borel probability measures on a metric space. This metric has a broad range of applications from bioinformatics to image processing, and is commonly linked to the…

Functional Analysis · Mathematics 2018-10-30 Trubee Davison

We formulate an optimal transport problem for matrix-valued density functions. This is pertinent in the spectral analysis of multivariable time-series. The "mass" represents energy at various frequencies whereas, in addition to a usual…

Systems and Control · Computer Science 2013-04-16 Lipeng Ning , Tryphon T. Georgiou , Allen Tannenbaum

The optimal (Monge-Kantorovich) transportation problem is discussed from several points of view. The Lagrangian formulation extends the action of the {\em Lagrangian} $L(v,x,t)$ from the set of orbits in $\R^n$ to a set of measure-valued…

Mathematical Physics · Physics 2007-05-23 Gershon Wolansky

The duality theory of the Monge--Kantorovich transport problem is analyzed in a general setting. The spaces $X, Y$ are assumed to be polish and equipped with Borel probability measures $\mu$ and $\nu$. The transport cost function $c:X\times…

Optimization and Control · Mathematics 2010-09-07 Mathias Beiglboeck , Christian Leonard , Walter Schachermayer

We investigate the continuous optimal transport problem in the so-called Kantorovich form, i.e. given two Radon measures on two compact sets, we seek an optimal transport plan which is another Radon measure on the product of the sets that…

Optimization and Control · Mathematics 2019-09-16 Dirk A. Lorenz , Hinrich Mahler

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…

Optimization and Control · Mathematics 2007-05-23 G. Carlier , C. Jimenez , F. Santambrogio

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

The optimal weak transport problem has recently been introduced by Gozlan et.\ al. We provide general existence and duality results for these problems on arbitrary Polish spaces, as well as a necessary and sufficient optimality criterion in…

Optimization and Control · Mathematics 2019-09-06 Julio Backhoff Veraguas , Mathias Beiglboeck , Gudmund Pammer

$c$-cyclical monotonicity is the most important optimality condition for an optimal transport plan. While the proof of necessity is relatively easy, the proof of sufficiency is often more difficult or even elusive. We present here a new…

Optimization and Control · Mathematics 2022-12-19 Luigi De Pascale , Anna Kausamo

We study the convergence of entropically regularized optimal transport to optimal transport. The main result is concerned with the convergence of the associated optimizers and takes the form of a large deviations principle quantifying the…

Optimization and Control · Mathematics 2022-01-25 Espen Bernton , Promit Ghosal , Marcel Nutz

We study measurable dependence of measures on a parameter in the following two classical problems: constructing conditional measures and the Kantorovich optimal transportation. We obtain broad sufficient conditions for the existence of…

Functional Analysis · Mathematics 2019-07-04 Vladimir Bogachev , Il'ya Malofeev

We shall prove new contraction properties of general transportation costs along nonnegative measure-valued solutions to Fokker-Planck equations in $R^d$, when the drift is a monotone (or $\lambda$-monotone) operator. A new duality approach…

Analysis of PDEs · Mathematics 2010-02-02 Luca Natile , Mark A. Peletier , Giuseppe Savaré

In this paper, we introduce weak optimal entropy transport problems that cover both optimal entropy transport problems and weak optimal transport problems introduced by Liero, Mielke, and Savar\'{e} [27]; and Gozlan, Roberto, Samson and…

Functional Analysis · Mathematics 2025-04-15 Nhan-Phu Chung , Thanh-Son Trinh

We study the Kantorovich-Rubinstein transhipment problem when the difference between the source and the target is not anymore a balanced measure but belongs to a suitable subspace $X(\Omega)$ of first order distribution. A particular…

Optimization and Control · Mathematics 2013-12-20 Guy Bouchitté , Giuseppe Buttazzo , Luigi De Pascale

Let $X$ be a Polish space, $\mathcal{P}(X)$ be the set of Borel probability measures on $X$, and $T\colon X\to X$ be a homeomorphism. We prove that for the simplex $\mathrm{Dom} \subseteq \mathcal{P}(X)$ of all $T$-invariant measures, the…

Probability · Mathematics 2015-11-05 Danila Zaev

This paper mainly investigates the approximation of a global maximizer of the 1-D Monge-Kantorovich mass transfer problem through the approach of nonlinear differential equations with Dirichlet boundary. Using an approximation mechanism,…

Optimization and Control · Mathematics 2016-11-03 Xiaojun Lu , Xiaofen Lv

We revisit the optimal transport problem over angular velocity dynamics given by the controlled Euler equation. The solution of this problem enables stochastic guidance of spin states of a rigid body (e.g., spacecraft) over a hard deadline…

Optimization and Control · Mathematics 2025-09-09 Karthik Elamvazhuthi , Abhishek Halder

In this work we derive a convex dual representation for increasing convex functionals on a space of real-valued Borel measurable functions defined on a countable product of metric spaces. Our main assumption is that the functionals fulfill…

Functional Analysis · Mathematics 2017-02-22 Daniel Bartl , Patrick Cheridito , Michael Kupper , Ludovic Tangpi

We introduce and study a multi-marginal optimal partial transport problem. Under a natural and sharp condition on the dominating marginals, we establish uniqueness of the optimal plan. Our strategy of proof establishes and exploits a…

Analysis of PDEs · Mathematics 2015-08-10 Jun Kitagawa , Brendan Pass
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