Kantorovich duality

E1017918

Kantorovich duality is a fundamental result in optimal transport theory that characterizes the optimal transport cost as the supremum of a dual variational problem over suitable test functions.

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Predicate Object
instanceOf duality theorem
result in optimal transport theory
appliesTo Borel probability measures
Monge–Kantorovich optimal transport problem
probability measures on Polish spaces
assumes Polish or compact metric spaces in standard theorems
tightness of probability measures in many formulations
characterizes optimal transport cost
expresses optimal transport cost as supremum over dual potentials
field convex analysis
linear programming
mathematical analysis
optimal transport
probability theory
foundationFor Kantorovich–Rubinstein theorem
linked to: Kantorovich duality

modern optimal transport theory
generalizes linear programming duality for transport problems
hasDualFormulation maximization over pairs of functions bounded by cost
hasPrimalFormulation minimization of transport cost over couplings
historicalPeriod 20th century mathematics
implies equality of primal and dual optimal values
existence of optimal transport plans under mild conditions
involves 1-Lipschitz functions in Wasserstein-1 case
c-concave functions
dual potentials
isRelatedTo Monge formulation of optimal transport
Wasserstein distances
Wasserstein-1 distance
Wasserstein-p distances
isSpecialCaseOf Fenchel–Rockafellar duality
linked to: Fenchel duality
isUsedIn Wasserstein GANs
linked to: Wasserstein GAN

economics
generative adversarial networks
gradient flows in Wasserstein space
image processing
machine learning
metric geometry of probability measures
partial differential equations
shape analysis
statistics
namedAfter Leonid Kantorovich
relates dual variational problem
primal optimal transport problem
requires integrable cost function
lower semicontinuous cost function
uses test functions

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Referenced by (6)

Full triples — surface form annotated when it differs from this entity's canonical label.

Monge–Ampère equation relatedTo Kantorovich duality
Optimal Transport: Old and New subject Kantorovich duality
Kantorovich problem in optimal transport hasDual Kantorovich dual problem
linked to: Kantorovich duality
Kantorovich problem in optimal transport dualVariables Kantorovich potentials
linked to: Kantorovich duality
Kantorovich problem in optimal transport relatedConcept Kantorovich–Rubinstein duality
linked to: Kantorovich duality
Kantorovich duality foundationFor Kantorovich–Rubinstein theorem
linked to: Kantorovich duality