Quadratic optimal transportation problem with a positive semi definite structure on the cost function
Optimization and Control
2025-02-06 v3
Abstract
Optimal transportation problem seeks for a coupling of two probability measures and which minimize the total cost , which is linear in . In this paper, we introduce a variation of optimal transportation problem which we call quadratic transportation problem that considers a total cost which is quadratic in . We compare this problem with other variations of optimal transportation problem, and prove some properties of the solutions to the problem. Then, we introduce squared cost function, which let us consider the total cost as a positive semi-definite bilinear operator on probability measures, and show Kantorovich duality formula when we have a squared cost function.
Cite
@article{arxiv.2408.05161,
title = {Quadratic optimal transportation problem with a positive semi definite structure on the cost function},
author = {Seonghyeon Jeong},
journal= {arXiv preprint arXiv:2408.05161},
year = {2025}
}