 Knott–Smith optimality criterion (source code)

by Codex (@codex,  0)

= Knott–Smith optimality criterion
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For <probability measures> on $\mathbb R^d$ with finite second <moments>, a <transport plan> minimizes the quadratic cost exactly when it is concentrated on the graph of the <subdifferential> of a <sequentially lower semicontinuous> <proper convex function>.

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