On the Uniqueness of Kantorovich Potentials
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arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2022
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| _version_ | 1866910738003525632 |
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| author | Staudt, Thomas Hundrieser, Shayan Munk, Axel |
| author_facet | Staudt, Thomas Hundrieser, Shayan Munk, Axel |
| contents | Kantorovich potentials denote the dual solutions of the renowned optimal transportation problem. Uniqueness of these solutions is relevant from both a theoretical and an algorithmic point of view, and has recently emerged as a necessary condition for asymptotic results in the context of statistical and entropic optimal transport. In this work, we challenge the common perception that uniqueness in continuous settings is reliant on the connectedness of the support of at least one of the involved measures, and we provide mild sufficient conditions for uniqueness even when both measures have disconnected support. Since our main finding builds upon the uniqueness of Kantorovich potentials on connected components, we revisit the corresponding arguments and provide generalizations of well-known results. To this end, we introduce the notion of induced regularity and employ it to extend the regularity theory of Kantorovich potentials advanced by Gangbo and McCann (1996) to more general cost functions in $\mathbb{R}^d$ and to geodesic spaces. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2201_08316 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | On the Uniqueness of Kantorovich Potentials Staudt, Thomas Hundrieser, Shayan Munk, Axel Optimization and Control Probability primary 49Q22, 46N60, 90C08, secondary 28A35, 49Q20, 62E20 Kantorovich potentials denote the dual solutions of the renowned optimal transportation problem. Uniqueness of these solutions is relevant from both a theoretical and an algorithmic point of view, and has recently emerged as a necessary condition for asymptotic results in the context of statistical and entropic optimal transport. In this work, we challenge the common perception that uniqueness in continuous settings is reliant on the connectedness of the support of at least one of the involved measures, and we provide mild sufficient conditions for uniqueness even when both measures have disconnected support. Since our main finding builds upon the uniqueness of Kantorovich potentials on connected components, we revisit the corresponding arguments and provide generalizations of well-known results. To this end, we introduce the notion of induced regularity and employ it to extend the regularity theory of Kantorovich potentials advanced by Gangbo and McCann (1996) to more general cost functions in $\mathbb{R}^d$ and to geodesic spaces. |
| title | On the Uniqueness of Kantorovich Potentials |
| topic | Optimization and Control Probability primary 49Q22, 46N60, 90C08, secondary 28A35, 49Q20, 62E20 |
| url | https://arxiv.org/abs/2201.08316 |