Full characterization of optimal transport plans for concave costs

Fuente: arXiv
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Main Authors: Pegon, Paul, Piazzoli, Davide, Santambrogio, Filippo
Format: Preprint
Published: 2013
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author Pegon, Paul
Piazzoli, Davide
Santambrogio, Filippo
author_facet Pegon, Paul
Piazzoli, Davide
Santambrogio, Filippo
contents This paper slightly improves a classical result by Gangbo and McCann (1996) about the structure of optimal transport plans for costs that are concave functions of the Euclidean distance. Since the main difficulty for proving the existence of an optimal map comes from the possible singularity of the cost at $0$, everything is quite easy if the supports of the two measures are disjoint; Gangbo and McCann proved the result under the assumption $μ(\mathm{supp}(ν))=0$; in this paper we replace this assumption with the fact that the two measures are singular to each other. In this case it is possible to prove the existence of an optimal transport map, provided the starting measure $μ$ does not give mass to small sets (i.e. $(d-1)$-rectifiable sets). When the measures are not singular the optimal transport plan decomposes into two parts, one concentrated on the diagonal and the other being a transport map between mutually singular measures.
format Preprint
id arxiv_https___arxiv_org_abs_1311_3406
institution arXiv
publishDate 2013
record_format arxiv
spellingShingle Full characterization of optimal transport plans for concave costs
Pegon, Paul
Piazzoli, Davide
Santambrogio, Filippo
Optimization and Control
Classical Analysis and ODEs
This paper slightly improves a classical result by Gangbo and McCann (1996) about the structure of optimal transport plans for costs that are concave functions of the Euclidean distance. Since the main difficulty for proving the existence of an optimal map comes from the possible singularity of the cost at $0$, everything is quite easy if the supports of the two measures are disjoint; Gangbo and McCann proved the result under the assumption $μ(\mathm{supp}(ν))=0$; in this paper we replace this assumption with the fact that the two measures are singular to each other. In this case it is possible to prove the existence of an optimal transport map, provided the starting measure $μ$ does not give mass to small sets (i.e. $(d-1)$-rectifiable sets). When the measures are not singular the optimal transport plan decomposes into two parts, one concentrated on the diagonal and the other being a transport map between mutually singular measures.
title Full characterization of optimal transport plans for concave costs
topic Optimization and Control
Classical Analysis and ODEs
url https://arxiv.org/abs/1311.3406