Skip to main content
Log in

The Nonlinear Kantorovich Transportation Problem with Nonconvex Costs

  • Research Articles
  • Published:
Functional Analysis and Its Applications Aims and scope

Abstract

The paper is devoted to the study of the Kantorovich optimal transportation problem with nonlinear cost functional generated by a cost function depending on the conditional measures of the transport plan. The case of a cost function nonconvex in the second argument is considered. It is proved that this nonlinear Kantorovich problem with general cost function on a Souslin space can be reduced to the same problem with a convex cost function.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

References

  1. B. Acciaio, M. Beiglböck, and G. Pammer, “Weak transport for non-convex costs and model-independence in a fixed-income market”, Math. Finance, 31:4 (2021), 1423–1453.

    Article  MathSciNet  Google Scholar 

  2. J.-J. Alibert, G. Bouchitté, and T. Champion, “A new class of costs for optimal transport planning.”, European J. Appl. Math., 30:6 (2019), 1229–1263.

    Article  MathSciNet  Google Scholar 

  3. L. Ambrosio, E. Brué, and D. Semola, Lectures on Optimal Transport, Unitext, 130 Springer, Cham, 2021.

    Book  Google Scholar 

  4. L. Ambrosio and N. Gigli, “A user’s guide to optimal transport”, Modelling and Optimisation of Flows on Networks, Lecture Notes in Math., 2062, Springer, Heidelberg, 2013, 1–155.

    Chapter  Google Scholar 

  5. J. Backhoff-Veraguas, M. Beiglböck, and G. Pammer, “Existence, duality, and cyclical monotonicity for weak transport costs.”, Calc. Var. Partial Differ. Equ., 58:6 (2019).

    Article  MathSciNet  Google Scholar 

  6. J. Backhoff-Veraguas and G. Pammer, “Applications of weak transport theory”, Bernoulli, 28:1 (2022), 370–394.

    Article  MathSciNet  Google Scholar 

  7. V. I. Bogachev, Measure Theory, Springer-Verlag, Berlin, 2007.

    Book  Google Scholar 

  8. V. I. Bogachev, Weak Convergence of Measures, Math. Surveys Monogr., 234 Amer. Math. Soc., Providence, RI, 2018.

    Book  Google Scholar 

  9. V. I. Bogachev, “Kantorovich problem of optimal transportation of measures: New directions of research”, Uspekhi Mat. Nauk, 77:5(467) (2022), 3–52; English transl.: Russian Math. Surveys, 77:5 (2022), 769–817.

    Article  MathSciNet  Google Scholar 

  10. V. I. Bogachev, A. N. Kalinin, and S. N. Popova, “On the equality of values in the Monge and Kantorovich problems”, Probability and statistics. Part 25, Zap. Nauchn. Sem. POMI, POMI, St. Petersburg, 2017, 53–73; English transl.: J. Math. Sci. (N. Y.), 238:4 (2019), 377–389.

    Google Scholar 

  11. V. I. Bogachev and A. V. Kolesnikov, “The Monge–Kantorovich problem: achievements, connections, and perspectives”, Uspekhi Mat. Nauk, 67:5(407) (2012), 3–110; English transl.: Russian Math. Surveys, 67:5 (2012), 785–890.

    Google Scholar 

  12. V. I. Bogachev and A. V. Rezbayev, “Existence of Solutions to the Nonlinear Kantorovich Transportation Problem”, Mat. Zametki, 112:3 (2022), 360–370; English transl.: Math. Notes, 112:3 (2022), 369–377.

    MathSciNet  Google Scholar 

  13. V. I. Bogachev and O. G. Smolyanov, Topological Vector Spaces and Their Applications, Springer Monogr. Math., Springer, Cham, 2017.

    Book  Google Scholar 

  14. A. Figalli and F. Glaudo, An Invitation to Optimal Transport, Wasserstein Distances, and Gradient Flows, EMS Textbk. Math., EMS Press, Berlin, 2021.

    Book  Google Scholar 

  15. N. Gozlan, C. Roberto, P.-M. Samson, and P. Tetali, “Kantorovich duality for general transport costs and applications”, J. Funct. Anal., 273:11 (2017), 3327–3405.

    Article  MathSciNet  Google Scholar 

  16. F. Santambrogio, Optimal transport for applied mathematicians. Calculus of Variations, PDEs, and Modeling, Progr. Nonlinear Differential Equations Appl., 87 Birkhäuser/Springer, Cham, 2015.

    Book  Google Scholar 

  17. C. Villani, Optimal Transport, Old and New, Grundlehren Math. Wiss., 338 Springer- Verlag, Berlin, 2009.

    Book  Google Scholar 

Download references

Funding

This research was supported by the Russian Science Foundation grant no. 22-11-00015 and performed at the Lomonosov Moscow State University. The author is a holder of scholarship of the Theoretical Physics and Mathematics Advancement Foundation “BASIS.”

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to K. A. Afonin.

Ethics declarations

The author of this work declares that he has no conflicts of interest.

Additional information

Translated from Funktsional'nyi Analiz i ego Prilozheniya, 2023, Vol. 57, pp. 3–16 https://doi.org/10.4213/faa4124.

Dedicated to the 110th birthday of Israel Moiseevich Gelfand

Translated by K. A. Afonin

Publisher’s note. Pleiades Publishing remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Afonin, K.A. The Nonlinear Kantorovich Transportation Problem with Nonconvex Costs. Funct Anal Its Appl 57, 267–278 (2023). https://doi.org/10.1134/S0016266323040019

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1134/S0016266323040019

Keywords

Navigation