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arXiv 1201.6404math.OC
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容量约束下的最优运输

Optimal Transportation with Capacity Constraints

Jonathan Korman, Robert J. McCann

摘要:

经典的最优运输问题可以表述为凸区域上的线性最优化问题:在所有具有固定边缘的联合措施中找到最优措施,其中最优性是针对费用函数来衡量的。在这里,我们考虑一个自然的,但在很大程度上未探索的变种,这个问题的联合(绝对连续)措施施加逐点约束:在所有联合密度与固定的边际和占主导地位的一个给定的密度,找到最佳的。对于这种变体,我们表明局部非退化的费用函数意味着每个极小是极值的竞争对手的凸集,因此唯一的。附录开发了这个问题的对偶理论的雏形,这使我们能够计算几个暗示性的例子。

英文摘要:

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function. Here we consider a natural but largely unexplored variant of this problem by imposing a pointwise constraint on the joint (absolutely continuous) measures: among all joint densities with fixed marginals and which are dominated by a given density, find the optimal one. For this variant, we show local non-degeneracy of the cost function implies every minimizer is extremal in the convex set of competitors, hence unique. An appendix develops rudiments of a duality theory for this problem, which allows us to compute several suggestive examples.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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