Dual potentials for capacity constrained optimal transport

DOI10.1007/S00526-014-0795-9MaRDI QIDQ493196zbMATH OpenOpenAlexFDO

Authors Jonathan Korman, Robert J. McCann, Christian Seis

Publication date 11 September 2015

Published in Calculus of Variations and Partial Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1307.7774

zbMATH Keywords

dual potentialKantorovich dualityLevin's dualityoptimal transport

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Optimality conditions and duality in mathematical programming (90C46)

Abstract: Optimal transportation with capacity constraints, a variant of the well-known optimal transportation problem, is concerned with transporting one probability density $fin{L}^1(mathbb{R}^m)$ onto another one $gin{L}^1(mathbb{R}^n)$ so as to optimize a cost function $cin{L}^1(mathbb{R}^{m+n})$ while respecting the capacity constraints $$. A linear programming duality theorem for this problem was first established by Levin. In this note, we prove under mild assumptions on the given data, the existence of a pair of $L^1$-functions optimizing the dual problem. Using these functions, which can be viewed as Lagrange multipliers to the marginal constraints $f$ and $g$, we characterize the solution $h$ of the primal problem. We expect these potentials to play a key role in any further analysis of $h$. Moreover, starting from Levin's duality, we derive the classical Kantorovich duality for unconstrained optimal transport. In tandem with results obtained in our companion paper (arXiv:1309.3022), this amounts to a new and elementary proof of Kantorovich's duality.

Review text

The main result is devoted to the existence of dual potentials for the capacity constrained optimal transport and the characterization of optimality. As a significant consequence, the authors derive the classical Kantorovich duality of the optimal transport from Levin's duality.

Recommendations

• Constrained optimal transport
• An elementary approach to linear programming duality with application to capacity constrained transport
• Optimal transportation with capacity constraints
• Kantorovich duality for general transport costs and applications
• Kantorovich's mass transport problem for capacities

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Cited in

(12)

• Optimal transportation with constant constraint
• Constrained optimal transport
• On a Kantorovich problem with a density constraint
• Kantorovich problems with a parameter and density constraints
• An elementary approach to linear programming duality with application to capacity constrained transport
• Kantorovich's mass transport problem for capacities
• Reconciliation of probability measures
• Optimal transportation with capacity constraints
• On nonlinear Kantorovich problems with density constraints
• Bounds on Choquet risk measures in finite product spaces with ambiguous marginals
• On uniqueness of an optimal solution to the Kantorovich problem with density constraints
• On the problem of optimal fair exchange

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