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相关论文: Sufficiency of $c$-cyclical monotonicity in a clas…

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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

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

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

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 prove that $c$-cyclically monotone transport plans $\pi$ optimize the Monge-Kantorovich transportation problem under an additional measurability condition. This measurability condition is always satisfied for finitely valued, lower…

最优化与控制 · 数学 2007-11-09 Walter Schachermayer , Josef Teichmann

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…

最优化与控制 · 数学 2024-02-14 L. De Pascale , A. Kausamo , K. Wyczesany

In this note, we present a unified approach to the problem of existence of a potential for the optimal transport problem with respect to non-traditional cost functions, that is, costs that assume infinite values. We establish a new method…

度量几何 · 数学 2025-03-04 Shiri Artstein-Avidan , Shay Sadovsky , Katarzyna Wyczesany

We give new computable necessary conditions for a class of optimal transportation problems to have smooth solutions.

偏微分方程分析 · 数学 2010-05-25 Paul W. Y. Lee

Multi-marginal optimal transport plans are concentrated on c-splitting sets. It is known that, similar to the two-marginal case, c-splitting sets are c-cyclically monotone. Within a suitable framework, the converse implication was very…

最优化与控制 · 数学 2017-03-07 Sedi Bartz , Heinz H. Bauschke , Xianfu Wang

We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…

概率论 · 数学 2022-06-22 Johannes Wiesel

We study optimal mass transport problems between two measures with respect to a non-traditional cost function, i.e. a cost $c$ which can attain the value $+\infty$. We define the notion of $c$-compatibility and strong-$c$-compatibility of…

度量几何 · 数学 2021-07-09 Shiri Artstein-Avidan , Shay Sadovsky , Katarzyna Wyczesany

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

Monotonicity and convex analysis arise naturally in the framework of multi-marginal optimal transport theory. However, a comprehensive multi-marginal monotonicity and convex analysis theory is still missing. To this end we study extensions…

泛函分析 · 数学 2019-09-19 Sedi Bartz , Heinz H. Bauschke , Hung M. Phan , Xianfu Wang

A variant of the classical optimal transportation problem is: among all joint measures with fixed marginals and which are dominated by a given density, find the optimal one. Existence and uniqueness of solutions to this variant were…

最优化与控制 · 数学 2018-01-23 Jonathan Korman , Robert J. McCann

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…

最优化与控制 · 数学 2019-09-06 Julio Backhoff Veraguas , Mathias Beiglboeck , Gudmund Pammer

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 establish the stability of solutions to the entropically regularized optimal transport problem with respect to the marginals and the cost function. The result is based on the geometric notion of cyclical invariance and inspired by the…

最优化与控制 · 数学 2022-07-07 Promit Ghosal , Marcel Nutz , Espen Bernton

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…

概率论 · 数学 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

Capacity constrained optimal transport is a variant of optimal transport, which adds extra constraints on the set of feasible couplings in the original optimal transport problem to limit the mass transported between each pair of source and…

最优化与控制 · 数学 2025-02-13 Tianhao Wu , Qihao Cheng , Zihao Wang , Chaorui Zhang , Bo Bai , Zhongyi Huang , Hao Wu

The Monge-Kantorovich transportation problem involves optimizing with respect to a given a cost function. Uniqueness is a fundamental open question about which little is known when the cost function is smooth and the landscapes containing…

概率论 · 数学 2010-08-27 Najma Ahmad , Hwa Kil Kim , Robert J. McCann
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