2024/08/09 by Jeong, Seonghyeon
#46J99 #49N15 #90C08 #90C20 #FOS: Mathematics #Optimization and Control (math.OC)
paper · doi:10.48550/arxiv.2408.05161
Optimal transportation problem seeks for a coupling π of two probability measures μ and ν which minimize the total cost ∫ c dπ, which is linear in π. In this paper, we introduce a variation of optimal transportation problem which we call quadratic transportation problem that considers a total cost \iint c dπdπ which is quadratic in π. We compare this problem with other variations of optimal transportation problem, and prove some properties of the solutions to the problem. Then, we introduce squared cost function, which let us consider the total cost \iint c dπdπ as a positive semi-definite bilinear operator on probability measures, and show Kantorovich duality formula when we have a squared cost function.