KANTOROVICH-RUBINSTEIN DUALITY THEORY FOR THE HESSIAN
Résumé
The classical Kantorovich-Rubinstein duality theorem establishes a significant connection between Monge optimal transport and the maximization of a linear form on the set of 1-Lipschitz functions. This result has been widely used in various research areas, in particular, to expose the bridge between Monge transport theory and a class of optimal design problems. The aim of this paper is to present a similar theory when the linear form is maximized over real C^{1,1} functions whose Hessian is between minus and plus identity matrix. It turns out that this problem can be viewed as the dual of a specific optimal transport problem. The task is to find a minimal three-point plan with the fixed first two marginals, while the third one must be larger than the other two in the sense of convex order. The existence of optimal plans allows to express solutions of the underlying Beckmann problem as a combination of rank-one tensor measures supported by a graph. In the context of two-dimensional mechanics, this graph encodes the optimal configuration of a grillage that transfers a given load system.
Mots clés
Hessian-constrained problem
Monge optimal transport
tensor valued measures
duality
second-order Beckmann problem
convex order
stochastic dominance
optimal grillage.
Optimization and Control (math.OC)
FOS: Mathematics
49J45, 49K20, 28A50, 74P05
Hessian-constrained problem Monge optimal transport tensor valued measures duality second-order Beckmann problem convex order stochastic dominance optimal grillage. 2020 Mathematics Subject Classification: 49J45 49K20 28A50 74P05
Hessian-constrained problem
optimal grillage. 2020 Mathematics Subject Classification: 49J45
49K20
28A50
74P05
Hessian-constrained problem
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