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Title: On the matrix Monge–Kantorovich problem
The classical Monge–Kantorovich (MK) problem as originally posed is concerned with how best to move a pile of soil or rubble to an excavation or fill with the least amount of work relative to some cost function. When the cost is given by the square of the Euclidean distance, one can define a metric on densities called the Wasserstein distance . In this note, we formulate a natural matrix counterpart of the MK problem for positive-definite density matrices. We prove a number of results about this metric including showing that it can be formulated as a convex optimisation problem, strong duality, an analogue of the Poincaré–Wirtinger inequality and a Lax–Hopf–Oleinik–type result.  more » « less
Award ID(s):
1665031 1839441 1901599 1807664 1700202
NSF-PAR ID:
10114190
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
European Journal of Applied Mathematics
ISSN:
0956-7925
Page Range / eLocation ID:
1 to 27
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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