Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2007/iii/paper-9/5/iv/solution

Every function with Lipschitz constant at most yields a feasible pair , and replacing by reverses the objective. Hence
Conversely, the Lipschitz regularization of transport potentials in part iii dominates every feasible pair by with , so . Together with the preceding parts this proves the Kantorovich–Rubinstein theorem here in all four requested forms:
The seminorm convention is essential. If instead meant , the equality would fail: on a two-point space at distance , with point masses at the two different points, whereas the latter unit-ball supremum is . Indeed, an oscillation needs supremum norm at least and Lipschitz constant , so the sum norm bounds by , attained by values . This distinguishes the Lipschitz seminorm used above from a full bounded-Lipschitz norm.

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