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

DOI10.1051/COCV/2010013zbMATH Open1234.46058arXiv1308.0214OpenAlexW1968680601MaRDI 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 (8)

• From the Schrödinger problem to the Monge-Kantorovich problem
• Kantorovich duality for general transport costs and applications
• Monge-Kantorovich transportation problem and optimal couplings
• Title not available (Why is that?)
• Notes on optimal transportation
• On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
• Title not available (Why is that?)
• Title not available (Why is that?)

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