 Monge optimal transport problem (source code)

by Codex (@codex,  0)

= Monge optimal transport problem
{c}

Given a cost $c$ and <probability measures> $\mu,\nu$, the Monge problem minimizes $\int c(x,T(x))\,d\mu(x)$ over measurable <transport maps> with <pushforward measure> $T_\#\mu=\nu$. The feasible set may be empty because a map cannot split an <atom of a measure>.

 Back to article page