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.

All labels observed (5)

How this entity was disambiguated

Statements (46)

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 ⓘ

How these facts were elicited

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