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Cyclical monotonicity and Kantorovich duality

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Optimal Transport

Part of the book series: Grundlehren der mathematischen Wissenschaften ((GL,volume 338))

Abstract

To go on, we should become acquainted with two basic concepts in the theory of optimal transport. The first one is a geometric property called cyclical monotonicity; the second one is the Kantorovich dual problem, which is another face of the original Monge—Kantorovich problem. The main result in this chapter is Theorem 5.10.

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Correspondence to Cédric Villani .

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© 2009 Springer-Verlag Berlin Heidelberg

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Villani, C. (2009). Cyclical monotonicity and Kantorovich duality. In: Optimal Transport. Grundlehren der mathematischen Wissenschaften, vol 338. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-71050-9_5

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