THE MULTI-MARGINAL OPTIMAL PARTIAL TRANSPORT PROBLEM

Abstract

We introduce and study a multi-marginal optimal partial transport problem. Under a natural and sharp condition on the dominating marginals, we establish uniqueness of the optimal plan. Our strategy of proof establishes and exploits a connection with another novel problem, which we call the Monge–Kantorovich partial barycenter problem (with quadratic cost). This latter problem has a natural interpretation as a variant of the factories-and-mines description of optimal transport. We then turn our attention to various analytic properties of these two problems. Of particular interest, we show that monotonicity of the active marginals with respect to the amount $m$ of mass to be transported can fail, a surprising difference from the two-marginal case.