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On the Existence of Monge Solutions to Multi-marginal Optimal Transport with Quadratic Cost and Uniform Discrete Marginals

Pedram Emami () and Brendan Pass ()
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Pedram Emami: University of Alberta
Brendan Pass: University of Alberta

SN Operations Research Forum, 2025, vol. 6, issue 2, 1-8

Abstract: Abstract A natural and important question in multi-marginal optimal transport is whether the Monge ansatz is justified; does there exist a solution of Monge, or deterministic, form? We address this question for the quadratic cost when each marginal measure is m-empirical (that is, uniformly supported on m points). By direct computation, we provide an example showing that the ansatz can fail when the underlying dimension d is 2, the number of marginals N to be matched is 3, and the size m of their supports is 3. As a consequence, the set of m-empirical measures is not barycentrically convex when $$N \ge 3$$ N ≥ 3 , $$d \ge 2$$ d ≥ 2 , and $$m \ge 3$$ m ≥ 3 . It is a well-known consequence of the Birkhoff-von Neumann theorem that the Monge ansatz holds for $$N=2$$ N = 2 , standard techniques show it holds when $$d=1$$ d = 1 , and we provide a simple proof here that it holds whenever $$m=2$$ m = 2 . Therefore, the N, d, and m in our counterexample are as small as possible.

Keywords: Multi-marginal optimal transport; Discrete marginals; Monge solutions; Wasserstein barycenter; 49Q22 (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s43069-025-00437-w

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