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arXiv · 2011.13263

A Rockafellar-type theorem for non-traditional costs

Shiri Artstein-Avidan·Shay Sadovsky·Katarzyna Wyczesany
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Abstract

In this note, we present a unified approach to the problem of existence of a potential for the optimal transport problem with respect to non-traditional cost functions, that is, costs that assume infinite values. We establish a new method that relies on proving solvability of a special (possibly infinite) family of linear inequalities. When the index set of this family is countable, we give a necessary and sufficient condition on the coefficients that assures the existence of a solution, and which, in the setting of transport theory, we call $c$-path-boundedness. In the case of an uncountable index set, one needs an additional assumption for solvability. We propose a sufficient condition in this case. We note that any set admitting a potential must be $c$-path-bounded, and this condition replaces $c$-cyclic monotonicity from the classical theory, i.e. when the cost is real-valued. Our method also gives a new and elementary proof for the classical results of Rockafellar, Rochet and R\"uschendorf.

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Shiri Artstein-Avidan, Shay Sadovsky, Katarzyna Wyczesany. 2020-11-26. A Rockafellar-type theorem for non-traditional costs. https://doi.org/10.1016/j.aim.2021.108157

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