Relative Optimal Transport

Peter Bubenik; Alex Elchesen

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arXiv · 2411.05678

Relative Optimal Transport

Peter Bubenik·Alex Elchesen

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Abstract

We develop a theory of optimal transport relative to a distinguished subset, which acts as a reservoir of mass, allowing us to compare measures of different total variation. This relative transportation problem has an optimal solution and we obtain relative versions of the Kantorovich-Rubinstein norm, Wasserstein distance, Kantorovich-Rubinstein duality and Monge-Kantorovich duality. We also prove relative versions of the Riesz-Markov-Kakutani theorem, which connect the spaces of measures arising from the relative optimal transport problem to spaces of Lipschitz functions. For a boundedly compact Polish space, we show that our relative 1-finite real-valued Radon measures with relative Kantorovich-Rubinstein norm coincide with the sequentially order continuous dual of relative Lipschitz functions with the operator norm. As part of our work we develop a theory of Riesz cones that may be of independent interest.

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BibTeX RIS

Peter Bubenik, Alex Elchesen. 2024-11-08. Relative Optimal Transport. https://arxiv.org/abs/2411.05678

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