Duality for rectified cost functions

被引:4
作者
Beiglboeck, Mathias [2 ]
Pratelli, Aldo [1 ]
机构
[1] Univ Pavia, Dipartimento Matemat, I-27100 Pavia, Italy
[2] Univ Vienna, Fak Math, A-1090 Vienna, Austria
基金
奥地利科学基金会;
关键词
THEOREM;
D O I
10.1007/s00526-011-0449-0
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
It is well-known that duality in the Monge-Kantorovich transport problem holds true provided that the cost function c : X x Y -> [0, a] is lower semi-continuous or finitely valued, but it may fail otherwise. We present a suitable notion of rectification 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.
引用
收藏
页码:27 / 41
页数:15
相关论文
共 18 条
[1]  
[Anonymous], 1982, TEOR VEROYATNOST PRI
[2]  
Beiglbock M., 2009, T AM MATH S IN PRESS
[3]  
Beiglbock M., 2009, GEN DUALITY THEOREM
[4]   Free boundaries in optimal transport and Monge-Ampere obstacle problems [J].
Caffarelli, Luis A. ;
McCann, Robert J. .
ANNALS OF MATHEMATICS, 2010, 171 (02) :673-730
[6]  
Dudley R., 2002, CAMBRIDGE STUDIES AD, V74
[7]  
Dudley R., 1976, LECT NOTES SERIES, V45
[8]  
FERNIQUE X, 1981, LECT NOTES MATH, V850, P6
[9]   The Optimal Partial Transport Problem [J].
Figalli, Alessio .
ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS, 2010, 195 (02) :533-560
[10]  
Gaffke N., 1981, Mathematische Operationsforschung und Statistik, Series Optimization, V12, P123, DOI 10.1080/02331938108842712