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7
votes
1
answer
839
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Fenchel-Rockafellar Duality in Villani's Book
Villiani writes (some notation changed) in Topics in Optimal Mass Transportation:
Theorem 1.9. Let $E$ be a normed VS, $E^*$ it topological dual. $\Theta$ and $\Psi$ are two convex functions on $E …
10
votes
1
answer
436
views
Open Questions about Wasserstein Space and PDE
While working on my thesis, I encountered the idea of OMT and started reading some more (like Villani's book). In particular, I came across a PhD thesis by Martial Agueh. I thought it was interesting …
6
votes
1
answer
564
views
Why is it difficult to solve the Monge problem directly?
I'm trying to understand something about the Monge problem. The Monge problem is:
Let $c(x,y): \mathbb{R}^d \times \mathbb{R}^d \rightarrow \mathbb{R}^d$ and $$\mathcal{T}(\mu_1,\mu_2) = \{ T: \mathb …
4
votes
1
answer
348
views
Inf of Jensen's inequality
I'm reading a monograph that considers the following problem:
$$\inf_{z(t) \in C^1} \int_0^1 c\bigg(\frac{dz(t)}{dt}\bigg) dt\\ z(0) = x, z(1) = y$$
Here $c$ is a convex function, $z(t)$ are pat …