Monge problem in optimal transport

E326555

The Monge problem in optimal transport is a foundational mathematical formulation that seeks the most efficient way to move mass from one distribution to another, minimizing a given transportation cost.

All labels observed (4)

How this entity was disambiguated

Statements (48)

Predicate Object
instanceOf mathematical optimization problem ⓘ
problem in optimal transport theory ⓘ
assumes conservation of mass ⓘ
constraint pushforward of source measure by T equals target measure ⓘ
contrastedWith Kantorovich problem in optimal transport ⓘ
coreQuestion find a transport map pushing one distribution to another with minimal cost ⓘ
difficulty may lack solutions for given marginals and cost ⓘ
optimization problem is highly non-linear ⓘ
domain Euclidean spaces ⓘ
linked to: Euclidean space

Polish spaces ⓘ
field applied mathematics ⓘ
calculus of variations ⓘ
mathematical analysis ⓘ
measure theory ⓘ
optimal transport ⓘ
probability theory ⓘ
formulatedBy Gaspard Monge ⓘ
generalizationOf classical earth mover problem ⓘ
hasConditionForExistence absolute continuity of source measure for quadratic cost ⓘ
hasConditionForUniqueness strict convexity of cost function ⓘ
hasContinuousVersion Monge problem on continuous probability measures ⓘ
hasDiscreteVersion Monge problem on finite point sets ⓘ
hasRelaxation Kantorovich formulation of optimal transport ⓘ
historicalSignificance earliest formal statement of mass transportation problem ⓘ
inspired development of Kantorovich duality ⓘ
involves cost function ⓘ
source measure ⓘ
target measure ⓘ
transport map ⓘ
mathematicalFormulation minimize integral of cost of x to T(x) over source measure ⓘ
namedAfter Gaspard Monge ⓘ
relatedConcept Brenier map ⓘ
Monge–Ampère equation ⓘ
Wasserstein distance ⓘ
mass transportation theory ⓘ
requires deterministic transport map ⓘ
solutionRegularity linked to regularity of Monge–Ampère type equations ⓘ
solutionType optimal transport map ⓘ
typicalCostFunction Euclidean distance ⓘ
general metric cost ⓘ
squared Euclidean distance ⓘ
usedIn economics ⓘ
fluid mechanics ⓘ
geometry ⓘ
image processing ⓘ
machine learning ⓘ
partial differential equations ⓘ
yearProposed 1781 ⓘ

How these facts were elicited

Referenced by (6)

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

Gaspard Monge → knownFor → Monge problem in optimal transport ⓘ
Monge–Ampère equation → relatedTo → Monge–Kantorovich optimal transport problem ⓘ
linked to: Monge problem in optimal transport
Kantorovich problem in optimal transport → generalizes → Monge optimal transport problem ⓘ
linked to: Monge problem in optimal transport
Kantorovich duality → appliesTo → Monge–Kantorovich optimal transport problem ⓘ
linked to: Monge problem in optimal transport
Kantorovich duality → isRelatedTo → Monge formulation of optimal transport ⓘ
linked to: Monge problem in optimal transport
Brenier map → isRelatedTo → Monge formulation of optimal transport ⓘ
linked to: Monge problem in optimal transport