TY - JOUR
T1 - A simple counterexample to the monge ansatz in multimarginal optimal transport, convex geometry of the set of Kantorovich plans, and the Frenkel-Kontorova model
AU - Friesecke, Gero
N1 - Publisher Copyright:
© 2019 Society for Industrial and Applied Mathematics.
PY - 2019
Y1 - 2019
N2 - It is known from clever mathematical examples [G. Carlier, Lecture Notes IMA, New Mathematical Models in Economics and Finance, (2010), pp. 1-82] that the Monge ansatz may fail in continuous 2-marginal optimal transport (alias optimal coupling alias optimal assignment) problems. Here we show that this effect already occurs for finite assignment problems with N = 3 marginals, ℓ = 3 "sites," and symmetric pairwise costs with the values for N and ℓ both being optimal. Our counterexample is a transparent consequence of the convex geometry of the set of symmetric Kantorovich plans for N = ℓ = 3, which, as we show, possess 22 extreme points, only 7 of which are Monge. These extreme points have a simple physical meaning as irreducible molecular packings, and the example corresponds to finding the minimum energy packing for Frenkel-Kontorova interactions. Our finite example naturally gives rise, by superposition, to a continuous one, where failure of the Monge ansatz manifests itself as nonattainment and formation of "microstructure."
AB - It is known from clever mathematical examples [G. Carlier, Lecture Notes IMA, New Mathematical Models in Economics and Finance, (2010), pp. 1-82] that the Monge ansatz may fail in continuous 2-marginal optimal transport (alias optimal coupling alias optimal assignment) problems. Here we show that this effect already occurs for finite assignment problems with N = 3 marginals, ℓ = 3 "sites," and symmetric pairwise costs with the values for N and ℓ both being optimal. Our counterexample is a transparent consequence of the convex geometry of the set of symmetric Kantorovich plans for N = ℓ = 3, which, as we show, possess 22 extreme points, only 7 of which are Monge. These extreme points have a simple physical meaning as irreducible molecular packings, and the example corresponds to finding the minimum energy packing for Frenkel-Kontorova interactions. Our finite example naturally gives rise, by superposition, to a continuous one, where failure of the Monge ansatz manifests itself as nonattainment and formation of "microstructure."
KW - Birkhoff polytope
KW - Extreme point
KW - Frenkel-Kontorova model
KW - Multi-index assignment problem
KW - Nonattainment
KW - Optimal transport
UR - http://www.scopus.com/inward/record.url?scp=85076397175&partnerID=8YFLogxK
U2 - 10.1137/18M1207326
DO - 10.1137/18M1207326
M3 - Article
AN - SCOPUS:85076397175
SN - 0036-1410
VL - 51
SP - 4332
EP - 4355
JO - SIAM Journal on Mathematical Analysis
JF - SIAM Journal on Mathematical Analysis
IS - 6
ER -