Authors: Hillbrecht, Sebastian
Meyer, Christian
Title: Bilevel optimization of the Kantorovich problem and it's quadratic regularization part I: existence results
Language (ISO): en
Abstract: This paper is concerned with an optimization problem governed by the Kantorovich optimal transportation problem. This gives rise to a bilevel optimization problem, which can be reformulated as a mathematical problem with complementarity constraints in the space of regular Borel measures. Because of the non-smoothness induced by the complementarity relations, problems of this type are frequently regularized. Here we apply a quadratic regularization of the Kantorovich problem. As the title indicates, this is the first part in a series of three papers. It addresses the existence of optimal solutions to the bilevel Kantorovich problem and its quadratic regularization, whereas part II and III are dedicated to the convergence analysis for vanishing regularization.
Subject Headings: optimal transport
quadratic regularization
bilevel optimization
Kantorovich problem
Issue Date: 2022-09
Appears in Collections:Ergebnisberichte des Instituts für Angewandte Mathematik

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