Duality for rectified cost functions

Abstract: It is well-known that duality in the Monge-Kantorovich transport problem holds true provided that the cost function

c : X i m e s Y o [0, i n f t y]

is lower semi-continuous or finitely valued, but it may fail otherwise. We present a suitable notion of emph{rectificaton}

c_{r}

of the cost

c

, so that the Monge-Kantorovich duality holds true replacing

c

by

c_{r}

. In particular, passing from

c

to

c_{r}

only changes the value of the primal Monge-Kantorovich problem. Finally, the rectified function

c_{r}

is lower semi-continuous as soon as

X

and

Y

are endowed with proper topologies, thus emphasizing the role of lower semi-continuity in the duality-theory of optimal transport.

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