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A Unified Kantorovich Duality for Multimarginal Optimal Transport

Cheryala, Yehya et al.
arXiv (All) · Papers
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machine-learningoptimization-and-control
We study Kantorovich duality for multimarginal optimal transport (MOT) with bounded continuous cost functions. The main focus is not only the equality between the primal and dual values, but also the structure of optimal dual potentials. For compact metric spaces, we prove that the dual problem admi
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