Multi-marginal optimal transport: theory and applications

DOI10.1051/M2AN/2015020zbMATH Open1330.49050arXiv1406.0026OpenAlexW2964306790WikidataQ125870961 ScholiaQ125870961MaRDI QIDQ3460396FDOQ3460396

Authors: Brendan Pass 

Publication date: 7 January 2016

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Abstract: Over the past five years, multi-marginal optimal transport, a generalization of the well known optimal transport problem of Monge and Kantorovich, has begun to attract considerable attention, due in part to a wide variety of emerging applications. Here, we survey this problem, addressing fundamental theoretical questions including the uniqueness and structure of solutions. The (partial) answers to these questions uncover a surprising divergence from the classical two marginal setting, and reflect a delicate dependence on the cost function. We go one to describe two applications of the multi-marginal problem.

Full work available at URL: https://arxiv.org/abs/1406.0026

Recommendations

• A general condition for Monge solutions in the multi-marginal optimal transport problem
• Multi-marginal optimal transport and multi-agent matching problems: uniqueness and structure of solutions
• Multi-marginal optimal transport on Riemannian manifolds
• Uniqueness and Monge solutions in the multimarginal optimal transportation problem
• THE MULTI-MARGINAL OPTIMAL PARTIAL TRANSPORT PROBLEM

zbMATH Keywords

uniqueness of solutionsMonge-Kantorovich problemdensity functional theorystructure of solutionsmulti-marginal optimal transporteconomic matchingstrictly correlated electrons

Mathematics Subject Classification ID

Linear programming (90C05) Variational problems in a geometric measure-theoretic setting (49Q20) Monge-Ampère equations (35J96) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Atomic physics (81V45) Matching models (91B68)

Cited In (69)

• Multi-marginal optimal transport on the Heisenberg group
• Interpolating between matching and hedonic pricing models
• Multi-marginal maximal monotonicity and convex analysis
• The geometry of multi-marginal Skorokhod embedding
• Detecting and modeling critical dependence structures between random inputs of computer models
• Optimal transport: discretization and algorithms
• Polynomial-time algorithms for multimarginal optimal transport problems with structure
• Lagrange multipliers and transport densities
• Nonlinear systems coupled through multi-marginal transport problems
• Generalized incompressible flows, multi-marginal transport and Sinkhorn algorithm
• Solutions to multi-marginal optimal transport problems concentrated on several graphs
• Extremal dependence concepts
• Nonexistence of optimal transport maps for the multimarginal repulsive harmonic cost
• Multi-marginal optimal transportation problem for cyclic costs
• On multistochastic Monge-Kantorovich problem, bitwise operations, and fractals
• Approximation of optimal transport problems with marginal moments constraints
• Optimal transportation and applications. Lectures given at the C. I. M. E. summer school, Martina Franca, Italy, September 2--8, 2001
• The multistochastic Monge-Kantorovich problem
• On a class of optimal transportation problems with infinitely many marginals
• On deterministic solutions for multi-marginal optimal transport with Coulomb cost
• Distributionally Robust Linear and Discrete Optimization with Marginals
• Optimal multivariate financial decision making
• Multi-Marginal Optimal Transport and Probabilistic Graphical Models
• Smoothing operators in multi-marginal optimal transport
• An explicit solution for a multimarginal mass transportation problem
• THE MULTI-MARGINAL OPTIMAL PARTIAL TRANSPORT PROBLEM
• Second-order models for optimal transport and cubic splines on the Wasserstein Space
• Maximal Monotonicity and Cyclic Involutivity of Multiconjugate Convex Functions
• Optimal transportation, modelling and numerical simulation
• Unbalanced multi-marginal optimal transport
• Multi-marginal entropy-transport with repulsive cost
• Multimarginal Optimal Transport with a Tree-Structured Cost and the Schrödinger Bridge Problem
• Applications of Strassen's theorem and Choquet theory to optimal transport problems, to uniformly convex functions and to uniformly smooth functions
• Coulomb and Riesz gases: The known and the unknown
• Continuity and estimates for multimarginal optimal transportation problems with singular costs
• \(C\)-cyclical monotonicity as a sufficient criterion for optimality in the multimarginal Monge-Kantorovich problem
• Optimal transportation theory with repulsive costs
• Multi-marginal optimal transport and multi-agent matching problems: uniqueness and structure of solutions
• A numerical method to solve multi-marginal optimal transport problems with Coulomb cost
• Breaking the Curse of Dimension in Multi-Marginal Kantorovich Optimal Transport on Finite State Spaces
• Optimal transport and minimal trade problem, impacts on relational metrics and applications to large graphs and networks modularity
• Hardness results for multimarginal optimal transport problems
• Measure-Valued Spline Curves: An Optimal Transport Viewpoint
• On Khintchine type inequalities for \(k\)-wise independent Rademacher random variables
• Monge solutions and uniqueness in multi-marginal optimal transport via graph theory
• Title not available (Why is that?)
• Wasserstein barycenters over Riemannian manifolds
• Classical density functional theory: representability and universal bounds
• Gaussian discrepancy: a probabilistic relaxation of vector balancing
• A class of multi-marginal \(c\)-cyclically monotone sets with explicit \(c\)-splitting potentials
• A multi-objective interpretation of optimal transport
• A differential approach to the multi-marginal Schrödinger system
• Scott: shape-location combined tracking with optimal transport
• Multimarginal Optimal Transport Maps for One–dimensional Repulsive Costs
• Low-Rank Tensor Approximations for Solving Multimarginal Optimal Transport Problems
• Optimal transport for some symmetric, multidimensional integer partitions
• Efficient and exact multimarginal optimal transport with pairwise costs
• Graph-structured tensor optimization for nonlinear density control and mean field games
• Monge-Kantorovich optimal transport through constrictions and flow-rate constraints
• Robust risk management via multi-marginal optimal transport
• A general framework for multi-marginal optimal transport
• An external dual charge approach to the multimarginal optimal transport with Coulomb cost
• The GenCol Algorithm for High-Dimensional Optimal Transport: General Formulation and Application to Barycenters and Wasserstein Splines
• Distributionally robust optimization using optimal transport for Gaussian mixture models
• Dynamic programming in probability spaces via optimal transport
• A family of pairwise multi-marginal optimal transports that define a generalized metric
• A Corrected Inexact Proximal Augmented Lagrangian Method with a Relative Error Criterion for a Class of Group-Quadratic Regularized Optimal Transport Problems
• Constrained Hellinger-Kantorovich barycenters: least-cost soft and conic multimarginal formulations
• Preface

This page was built for publication: Multi-marginal optimal transport: theory and applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3460396)