Bilevel Optimization of the Kantorovich Problem and its Quadratic Regularization Part I: Existence Results
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Publication:6403237
arXiv2206.13220MaRDI QIDQ6403237FDOQ6403237
Christian Meyer, Sebastian Hillbrecht
Publication date: 27 June 2022
Abstract: This paper is concerned with an optimization problem governed by the Kantorovich optimal transportation problem. This gives rise to a bilevel optimization problem, which can be reformulated as a mathematical problem with complementarity constraints in the space of regular Borel measures. Because of the non-smoothness induced by the complementarity relations, problems of this type are frequently regularized. Here we apply a quadratic regularization of the Kantorovich problem. As the title indicates, this is the first part in a series of three papers. It addresses the existence of optimal solutions to the bilevel Kantorovich problem and its quadratic regularization, whereas part II and III are dedicated to the convergence analysis for vanishing regularization.
Optimal transportation (49Q22) Methods involving semicontinuity and convergence; relaxation (49J45) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
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