Monge-Kantorovich Optimal Transport Through Constrictions and Flow-rate Constraints (2212.14509v3)

Abstract: We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified points, limit the flow rate across. We quantify flow-rate constraints via a bound on a sought probability density of the times that mass-elements cross toll stations and cast the transportation scheduling in a Kantorovich-type of formalism. Recent work by our team focused on the existence of Monge maps for similarly constrained transport minimizing average kinetic energy. The present formulation in this paper, besides being substantially more general, is cast as a (generalized) multi-marginal transport problem - a problem of considerable interest in modern-day machine learning literature and motivated extensive computational analyses. An enabling feature of our formalism is the representation of an average quadratic cost on the speed of transport as a convex constraint that involves crossing times.