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THE MULTI-MARGINAL OPTIMAL PARTIAL TRANSPORT PROBLEM

Published online by Cambridge University Press:  16 September 2015

JUN KITAGAWA
Affiliation:
Department of Mathematics, University of Toronto, Toronto, Ontario, Canada M5S 2E4; kitagawa@math.toronto.edu
BRENDAN PASS
Affiliation:
Department of Mathematical and Statistical Sciences, 632 CAB, University of Alberta, Edmonton, Alberta, Canada, T6G 2G1; pass@ualberta.ca

Abstract

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We introduce and study a multi-marginal optimal partial transport problem. Under a natural and sharp condition on the dominating marginals, we establish uniqueness of the optimal plan. Our strategy of proof establishes and exploits a connection with another novel problem, which we call the Monge–Kantorovich partial barycenter problem (with quadratic cost). This latter problem has a natural interpretation as a variant of the factories-and-mines description of optimal transport. We then turn our attention to various analytic properties of these two problems. Of particular interest, we show that monotonicity of the active marginals with respect to the amount $m$ of mass to be transported can fail, a surprising difference from the two-marginal case.

Information

Type
Research Article
Creative Commons
Creative Common License - CCCreative Common License - BY
This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted re-use, distribution, and reproduction in any medium, provided the original work is properly cited.
Copyright
© The Author(s) 2015