Quadratic optimal transportation problem with a positive semi definite structure on the cost function
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866910815053938688 |
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| author | Jeong, Seonghyeon |
| author_facet | Jeong, Seonghyeon |
| contents | Optimal transportation problem seeks for a coupling $π$ of two probability measures $μ$ and $ν$ which minimize the total cost $\int c dπ$, which is linear in $π$. In this paper, we introduce a variation of optimal transportation problem which we call quadratic transportation problem that considers a total cost $\iint c dπdπ$ which is quadratic in $π$. We compare this problem with other variations of optimal transportation problem, and prove some properties of the solutions to the problem. Then, we introduce squared cost function, which let us consider the total cost $\iint c dπdπ$ as a positive semi-definite bilinear operator on probability measures, and show Kantorovich duality formula when we have a squared cost function. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2408_05161 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Quadratic optimal transportation problem with a positive semi definite structure on the cost function Jeong, Seonghyeon Optimization and Control 46J99, 90C08, 90C20, 49N15 Optimal transportation problem seeks for a coupling $π$ of two probability measures $μ$ and $ν$ which minimize the total cost $\int c dπ$, which is linear in $π$. In this paper, we introduce a variation of optimal transportation problem which we call quadratic transportation problem that considers a total cost $\iint c dπdπ$ which is quadratic in $π$. We compare this problem with other variations of optimal transportation problem, and prove some properties of the solutions to the problem. Then, we introduce squared cost function, which let us consider the total cost $\iint c dπdπ$ as a positive semi-definite bilinear operator on probability measures, and show Kantorovich duality formula when we have a squared cost function. |
| title | Quadratic optimal transportation problem with a positive semi definite structure on the cost function |
| topic | Optimization and Control 46J99, 90C08, 90C20, 49N15 |
| url | https://arxiv.org/abs/2408.05161 |