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This note establishes that a generalization of $c$-cyclical monotonicity from the Monge-Kantorovich problem with two marginals gives rise to a sufficient condition for optimality also in the multi-marginal version of that problem. To obtain…

最优化与控制 · 数学 2016-01-22 Claus Griessler

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…

最优化与控制 · 数学 2009-01-19 Mathias Beiglböck , Martin Goldstern , Gabriel Maresch , Walter Schachermayer

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…

泛函分析 · 数学 2014-04-22 Danila Zaev

$c$-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…

最优化与控制 · 数学 2022-12-19 Luigi De Pascale , Anna Kausamo

A fundamental concept in optimal transport is c-cyclical monotonicity: it allows to link the optimality of transport plans to the geometry of their support sets. Recently, related concepts have been successfully applied in the…

概率论 · 数学 2019-08-12 Mathias Beiglböck , Claus Griessler

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…

泛函分析 · 数学 2023-02-27 Svetlana Popova

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…

偏微分方程分析 · 数学 2014-11-11 Abbas Moameni

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…

偏微分方程分析 · 数学 2019-08-15 Robert J. McCann , Brendan Pass , Micah Warren

In the setting of optimal transport with $N\ge 2$ marginals, a necessary condition for transport plans to be optimal is that they are $c$-cyclically monotone. For $N=2$ there exist several proofs that in very general settings $c$-cyclical…

偏微分方程分析 · 数学 2019-03-26 Mircea Petrache

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…

概率论 · 数学 2013-08-02 Christian Léonard

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…

偏微分方程分析 · 数学 2015-08-10 Jun Kitagawa , Brendan Pass

This paper studies the geometry of the optimizer for the optimal transport problem with capacity constraints. We introduce the concept of c-capacity monotonicity, which is a generalization of c-cyclical monotonicity in optimal transport. We…

最优化与控制 · 数学 2025-11-03 Dongwei Chen

In this series of lectures we introduce the Monge-Kantorovich problem of optimally transporting one distribution of mass onto another, where optimality is measured against a cost function c(x,y). Connections to geometry, inequalities, and…

偏微分方程分析 · 数学 2010-11-15 Nestor Guillen , Robert McCann

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…

最优化与控制 · 数学 2011-10-17 Chloé Jimenez , Filippo Santambrogio

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…

偏微分方程分析 · 数学 2014-11-21 Abbas Moameni

We consider the $L^\infty$-optimal mass transportation problem \[ \min_{\Pi(\mu, \nu)} \gamma-\mathrm{ess\,sup\,} c(x,y), \] for a new class of costs $c(x,y)$ for which we introduce a tentative notion of twist condition. In particular we…

偏微分方程分析 · 数学 2023-01-18 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

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…

最优化与控制 · 数学 2013-08-02 Christian Léonard

We prove that if $\Omega\subset \mathbb{R}^{n+1}$ is a (not necessarily strictly) convex, $C^1$ domain, and $\mu$ and $\bar{\mu}$ are probability measures absolutely continuous with respect to surface measure on $\partial \Omega$, with…

偏微分方程分析 · 数学 2025-03-11 Seonghyeon Jeong , Jun Kitagawa

For a family of probability spaces $\{(X_k,\mathcal{B}_{X_k},\mu_k)\}_{k=1}^N$ and a cost function $c: X_1\times\cdots\times X_N\to \mathbb{R}$ we consider the Monge-Kantorovich problem \begin{align*}\tag{MK}\label{MONKANT}…

最优化与控制 · 数学 2024-04-23 Mohammad Ali Ahmadpoor , Abbas Moameni

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…

最优化与控制 · 数学 2016-08-16 Christian Léonard
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