A relaxation viewpoint to Unbalanced Optimal Transport: duality, optimality and Monge formulation

Abstract

We present a general convex relaxation approach to study a wide class of Unbalanced Optimal Transport problems for finite non-negative measures with possibly different masses. These are obtained as the lower semicontinuous and convex envelope of a cost for non-negative Dirac masses. New general primal-dual formulations, optimality conditions, and metric-topological properties are carefully studied and discussed.

arXiv comment57 pages