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We model some region by convex and compact $E\subset \mathbb R^2$. $N\ge 1$ coffee machines are provided for the people living on $E$, of capacities $\alpha_1,\ldots, \alpha_N>0$. Assume the population of $E$ is uniformly distributed such that

$$\sum_{n=1}^N \alpha_n = \ell(E),$$

where $\ell$ is the Lebesgue measure. If locating the machines at $x_1,\ldots, x_N\in E$ with $X:=(x_1,\ldots, x_N)$, the transportation cost is given as

$$F(X):=W_2(\mu_X,\ell) \quad\mbox{with}\quad \mu_X:=\sum_{n=1}^N \alpha_n\delta_{x_n}, \quad\quad \forall X\in E^N,$$

where $W_2$ denotes the Wasserstein metric of order $2$. As $F:E^N\to\mathbb R_+$ is Lipschitz and $E^N$ is compact, its minimum is attained. Can we find a minimiser $X^*=(x_1^*,\ldots, x_N^*)\in E^N$ for $F$ such that $x^*_m\neq x^*_n$ for all $m\neq n$?

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    $\begingroup$ Do you know of a situation where a minimiser $(x_1^*, \dots, x_N^*)$ with $x_n^* = x_m^*$ for $n \neq m$ exists? I thought I had an argument that this is impossible. $\endgroup$
    – unwissen
    Commented Jun 29 at 21:08
  • $\begingroup$ Do you have response to the answer below? :) $\endgroup$
    – unwissen
    Commented Jul 7 at 11:46

1 Answer 1

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Disclaimer: I'm not confident about this argument because of the way you framed your question and me being not an expert on any of the involved objects. I hope someone can confirm this or correct me.

Let $X = (x_1,\ldots, x_N)$ be a minimiser.

Then $W_2(\mu_{X},\ell)^2 = \int_{E} \, \vert x - T(x) \vert^2 \, \mathrm{d}x$ for a map $T$ such that $\mu_{X} = \ell \circ T^{-1}$.

Let $\hat{A}_j := \{T = x_j\}$ for $j \in \{1, \dots, N\}$. The $\hat{A}_j$ may not be disjoint, when $x_i = x_j$ for $i \neq j$ or because they could agree on sets of Lebesgue measure zero. But we can select disjoint $A_1, \dots, A_n$ such that $\ell(A_j) = \alpha_j$ and $A_j \subseteq \{T = x_j\}$, by throwing away duplicates and then decomposing the kept $\hat{A}_j$ in pieces of the right Lebesgue measure and also throwing away Lebesgue measure zero intersections.

Then $$W_2(\mu_{X},\ell)^2 = \int_{E} \, \vert x - T(x) \vert^2 \, \mathrm{d}x = \int_{E} \, \sum_{j = 1}^{N} \vert x - T(x) \vert^2 \, \mathbb{1}_{A_j} \, \mathrm{d}x\\ = \sum_{j = 1}^{N} \int_{E} \,\vert x - T(x) \vert^2 \, \mathbb{1}_{A_j} \, \mathrm{d}x = \sum_{j = 1}^{N} \int_{A_j} \, \vert x - x_j \vert^2.$$.

But the term $\sum_{j = 1}^{N} \int_{A_j} \, \vert x - x_j \vert^2$ is minimised for fixed $A_1, \dots, A_n$ iff each $x_j$ is the centroid of $A_j$. Here centroid is meant as in https://en.wikipedia.org/wiki/Centroid#By_integral_formula. That means that the $x_j$ really have to be the centroids $\tilde{x}_j$ of the $A_j$, because otherwise $$ W_2(\mu_{\tilde{X}}, \ell)^2 \leq \int_{E} \, \vert x - \tilde{T}(x) \vert^2 \, \mathrm{d}x = \sum_{j = 1}^{N} \int_{A_j} \, \vert x - \tilde{x}_j \vert^2 < \sum_{j = 1}^{N} \int_{A_j} \, \vert x - x_j \vert^2 = W_2(\mu_{X},\ell)^2 $$ for $\tilde{X} = (\tilde{X}_1, \dots, \tilde{X}_n)$ and $\tilde{T} = \sum_{j = 1}^{n} \tilde{x}_j \mathbb{1}_{A_j}$, hence $X$ wouldn't have been a minimiser.

Now suppose $x_1 = x_2$. Then $A_1$ and $A_2$ and also $A_1 \cup A_2$ have the same centroid $x_1 = x_2$. We now just need to decompose $A_1 \cup A_2$ into $\tilde{A}_1$ and $\tilde{A}_2$ with $\ell(\tilde{A}_1) = \alpha_1, \ell(\tilde{A}_2) = \alpha_2$ but different centroids, because then $$\int_{\tilde{A}_1} \, \vert x - \tilde{x}_1 \vert^2 + \int_{\tilde{A}_2} \, \vert x - \tilde{x}_2 \vert^2 < \int_{\tilde{A}_1} \, \vert x - x_1 \vert^2 + \int_{\tilde{A}_2} \, \vert x - x_2 \vert^2 = \int_{A_1 \cup A_2} \vert x - x_1 \vert^2 = \int_{A_1} \, \vert x - x_1 \vert^2 + \int_{A_2} \, \vert x - x_2 \vert^2,$$ which again cannot be the case if $X$ actually is a minimiser.

But this recomposition of $A_1 \cup A_2$ into $\tilde{A}_1 \cup \tilde{A}_2$ should be possible by for example intersecting with a half-plane.

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    $\begingroup$ Thanks unwissen for the response and sorry for the late reply as I was in travel. Your reasoning seems to be the right one for me, while it is not 100% rigorous for me. Namely, for $\endgroup$
    – Fawen90
    Commented Jul 9 at 15:24
  • $\begingroup$ "Now suppose $x_1 = x_2$. Then $A_1$ and $A_2$ and also $A_1 \cup A_2$ have the same centroid $x_1 = x_2$." Note that when $x_1$ coincides with $x_2$, how could you identify the regions $A_1, A_2$? For such a case there is a single partition corresponding to $x_1=X_2$. Could you please explain more for this? $\endgroup$
    – Fawen90
    Commented Jul 9 at 15:24
  • $\begingroup$ @Fawen90 I don't really get your doubt about rigour , therefore I tried to add some details to the explanation. Please ask again if this doesn't resolve the issue you are seeing! $\endgroup$
    – unwissen
    Commented Jul 9 at 16:11
  • $\begingroup$ Thanks for the quick reply. What I'm saying is that, when you assume $x_1=x_2$, you can not define $A_1$ and $A_2$ that correspond to your optimal transport plan. Your arguments above make sens only for the case for $x_1,\ldots, x_N$ are mutually distinct $\endgroup$
    – Fawen90
    Commented Jul 9 at 17:11
  • $\begingroup$ @Fawen90 I think I explained that in the edited version now, but maybe in a little more detail how this is possible: Suppose for simplicity of notation $x_1 = x_2$, but $x_j \neq x_1$ for $j \in \{3, \dots, N\}$. Then the optimal transport plan $T$ satisfies $\ell(\{T = x_1\}) = \mu_X(\{x_1\}) = \alpha_1 + \alpha_2$. So just cut $\{T = x_1\}$ into two disjoint pieces $A_1, A_2$ which each obey $\ell(A_1) = \alpha_1$ and $\ell(A_2) = \alpha_2$. $\endgroup$
    – unwissen
    Commented Jul 9 at 17:51

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