Kantorovich Dual Problem (for general costs): Difference between revisions
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==Introduction== | ==Introduction== | ||
The main advantage of Kantorovich Problem, in comparison to Monge problem, is in the convex constraint property. It is possible to formulate the dual problem. | |||
==Statement of Theorem== | ==Statement of Theorem== | ||
Revision as of 21:22, 16 May 2020
Introduction
The main advantage of Kantorovich Problem, in comparison to Monge problem, is in the convex constraint property. It is possible to formulate the dual problem.
Statement of Theorem
Proof of Theorem
References
</ references>
- ↑ C. Villani, Topics in Optimal Transportation, Chapter 1.
- ↑ https://link-springer-com.proxy.library.ucsb.edu:9443/book/10.1007/978-3-319-20828-2 F. Santambrogio, Optimal Transport for Applied Mathematicians, Chapter 1.]