Indeed, we can write in the 2-marginals case, det(x1, x2) = 〈x1, Rx2〉, where R: ℝ2 → ℝ2 is the rotation of angle −π/2. Hence, since μ1 and μ2 have finite second moments, up to a change of variable x̃2 = Rx2, the problem (Det) in (5.1) is equivalent to the classical Brenier’s optimal transportation problem:

where

In the sequel, we are going to construct maximizers for (5.1), thanks to some properties of the Kantorovich potentials of the dual problem ...

Get Topological Optimization and Optimal Transport now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.