A saddle-point approach to the Monge-Kantorovich optimal transport problem

DOI10.1051/COCV/2010013zbMATH Open1234.46058OpenAlexW1968680601MaRDI QIDQ3170567FDOQ3170567

Authors: Christian Léonard 

Publication date: 27 September 2011

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Abstract: 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 infinite values. It leads us to new explicit sufficient and necessary optimality conditions. As by-products, we obtain a new proof of the well-known Kantorovich dual equality and an improvement of the convergence of the minimizing sequences.

Full work available at URL: https://arxiv.org/abs/1308.0214

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zbMATH Keywords

convex optimizationoptimal transportsaddle-pointconjugate duality

Mathematics Subject Classification ID

Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Duality theory (optimization) (49N15)

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Cited In (14)

• The Monge-Kantorovich problem: achievements, connections, and perspectives
• A simple relaxation approach to duality for optimal transport problems in completely regular spaces
• From the Schrödinger problem to the Monge-Kantorovich problem
• Adaptive approximation of the Monge-Kantorovich problem via primal-dual gap estimates
• On the Monge-Kantorovich mass transfer problem in higher dimensions
• Kantorovich duality for general transport costs and applications
• Monge-Kantorovich transportation problem and optimal couplings
• Title not available (Why is that?)
• A Rockafellar-type theorem for non-traditional costs
• Notes on optimal transportation
• On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
• Canonical duality method for solving Kantorovich mass transfer problem
• Analytic solutions for the approximated 1-D Monge-Kantorovich mass transfer problems
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