Kantorovich problem in optimal transport

E1020368

The Kantorovich problem in optimal transport is a relaxed, linear-programming formulation of transporting mass between probability distributions that allows splitting mass and guarantees existence of optimal transport plans.

All labels observed (3)

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Statements (49)

Predicate Object
instanceOf linear programming problem ⓘ
mathematical optimization problem ⓘ
relaxed optimal transport formulation ⓘ
allows splitting of mass ⓘ
appliedIn economics ⓘ
fluid mechanics ⓘ
image processing ⓘ
machine learning ⓘ
statistics ⓘ
assumes finite cost integral for admissible plans ⓘ
comparedTo Monge problem without mass splitting ⓘ
constraint fixed marginals ⓘ
nonnegative transport plan ⓘ
domain Polish spaces ⓘ
metric measure spaces ⓘ
probability measures ⓘ
dualObjective maximize integral of potentials under marginal constraints ⓘ
dualVariables Kantorovich potentials ⓘ
linked to: Kantorovich duality
ensures existence of minimizers on compact spaces with lower semicontinuous cost ⓘ
equivalentTo Wasserstein distance definition for suitable costs ⓘ
field mathematical analysis ⓘ
operations research ⓘ
optimal transport theory ⓘ
probability theory ⓘ
formulationType primal linear program ⓘ
generalizes Monge optimal transport problem ⓘ
guarantees existence of optimal transport plans under mild conditions ⓘ
hasDual Kantorovich dual problem ⓘ
linked to: Kantorovich duality
introducedBy Leonid Kantorovich ⓘ
namedAfter Leonid Kantorovich ⓘ
objective minimize expected transport cost ⓘ
property convex optimization problem ⓘ
lower semicontinuity of cost functional under standard assumptions ⓘ
relatedConcept Earth mover's distance ⓘ
Kantorovich–Rubinstein duality ⓘ
linked to: Kantorovich duality

Wasserstein barycenter ⓘ
entropic regularization of optimal transport ⓘ
relaxes deterministic transport maps requirement ⓘ
solutionObject optimal transport plan ⓘ
solutionSpace space of probability measures on product space ⓘ
timePeriod mid 20th century ⓘ
typicalCostFunction metric distance on underlying space ⓘ
power of a metric distance ⓘ
usedToDefine Wasserstein-1 distance ⓘ
Wasserstein-p distance ⓘ
uses cost function ⓘ
couplings of probability measures ⓘ
transport plans ⓘ
yields Wasserstein metric between probability measures ⓘ

How these facts were elicited

Referenced by (4)

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

Monge problem in optimal transport → contrastedWith → Kantorovich problem in optimal transport ⓘ
Monge problem in optimal transport → hasRelaxation → Kantorovich formulation of optimal transport ⓘ
linked to: Kantorovich problem in optimal transport
Optimal Transport: Old and New → subject → Monge–Kantorovich problem ⓘ
linked to: Kantorovich problem in optimal transport
Brenier map → isRelatedTo → Kantorovich formulation of optimal transport ⓘ
linked to: Kantorovich problem in optimal transport