On duality for a generalized Monge--Kantorovich problem. (Q1427625): Difference between revisions

The space \(C^{k-1, \alpha}(B)\) \((0 < \alpha \leq 1, k\) a nonnegative integer) consists of all functions \(f(x)\) having partials of order \(\leq k - 1,\) these partials \(\alpha\)-Hölder continuous in \(B.\) The norm is \[ \| f\| _{k-1, \alpha} = \max_{| \beta| = k-1} \sup_{x, y \in B, x \neq y} {| D^\beta f(x) - D^\beta f(y)| \over | x - y| ^\alpha} + \max_{| \beta| \leq k-1} \max_{x \in B} | D^\beta f(x)| \, . \] Characterization of the dual \(C^{0, \alpha}(B)^*\) (due to Kantorovich and Akilov) is related to the Monge-Kantorovich problem \[ \min \bigg\{ \int_{{\mathbb R}^n \times {\mathbb R}^n} \| x - y\| ^\alpha d\gamma(x, y) : \gamma \in \Gamma(\mu_0, \mu_1) \bigg\} \] where \(\mu_0, \mu_1\) are two positive finite Borel measures in \({\mathbb R}^n\) with the same mass and \(\Gamma(\mu_0, \mu_1)\) denotes the set of all finite Borel measures \(\gamma\) in \({\mathbb R}^n \times {\mathbb R}^n\) having \(\mu_0, \mu_1\) as marginals. The author establishes a similar connection between the dual \(C^{k-1, \alpha}(B)^*\) and a generalized Monge-Kantorovich problem due to Hanin and Rachev, and shows that the results are relevant to an optimal design problem formulated by A. G. Michell in 1904.