Lipschitz regularization of transport potentials ($h(x)={\inf }_y\{d(x,y)-g(y)\}$)

For continuous functions $f,g$ on a compact metric space satisfying $f(x)+g(y)\le d(x,y)$, set $h(x)={\min }_y(d(x,y)-g(y))$. The triangle inequality makes $h$ $1$-Lipschitz, while the constraint gives $f\le h$ and evaluation at $y=x$ gives $g\le -h$. Thus the feasible pair $(h,-h)$ has at least as large an objective against any two probability measures. This explains why metric optimal transport duality reduces to a single $1$-Lipschitz function.