Semidiscrete Optimal Transport

Semidiscrete optimal transport refers to situations in optimal transport where two input measures are considered, and one measure is a discrete measure and the other one is continuous. Hence, because only one of the two measures is discrete, we arrive at the appropriate name "semidiscrete."

Formulation of the Semidiscrete Dual Problem

In particular, we will examine semidiscrete optimal transport in the case of the dual problem. The general dual problem can be stated as

$$\max {\Big \{}\int _{X}\varphi d\mu +\int _{Y}\psi d\nu :\varphi (x)+\psi (y)\leq c(x,y){\Big \}}$$