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Monge solutions and uniqueness in multi-marginal optimal transport via graph theory

Published 19 Apr 2021 in math.OC | (2104.09488v2)

Abstract: We study a multi-marginal optimal transport problem with surplus $b(x_{1}, \ldots, x_{m})=\sum_{{i,j}\in P} x_{i}\cdot x_{j}$, where $P\subseteq Q:={{i,j}: i, j \in {1,2,...m}, i \neq j}$. We reformulate this problem by associating each surplus of this type with a graph with $m$ vertices whose set of edges is indexed by $P$. We then establish uniqueness and Monge solution results for two general classes of surplus functions. Among many other examples, these classes encapsulate the Gangbo and \'{S}wi\c{e}ch surplus [12] and the surplus $\sum_{i=1}{m-1}x_{i}\cdot x_{i+1} + x_{m}\cdot x_{1}$ studied in an earlier work by the present authors [23].

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