Skip to content
Open
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
24 changes: 12 additions & 12 deletions lectures/match_transport.md
Original file line number Diff line number Diff line change
Expand Up @@ -68,8 +68,8 @@ Given a **cost function** $c \colon X \times Y \rightarrow \mathbb{R}$, the (dis
$$
\begin{aligned}
\min_{\mu \geq 0}& \sum_{(x,y) \in X \times Y} \mu_{xy}c_{xy} \\
\text{s.t. }& \sum_{x \in X} \mu_{xy} = n_x \\
& \sum_{y \in Y} \mu_{xy} = m_y
\text{s.t. }& \sum_{y \in Y} \mu_{xy} = n_x \\
& \sum_{x \in X} \mu_{xy} = m_y
\end{aligned}
$$

Expand Down Expand Up @@ -110,8 +110,8 @@ Hence, our problem is
$$
\begin{aligned}
\min_{\mu \in \mathbb{Z}_+^{X \times Y}}& \sum_{(x,y) \in X \times Y} \mu_{xy}|x-y|^{1/\zeta} \\
\text{s.t. }& \sum_{x \in X} \mu_{xy} = n_x \\
& \sum_{y \in Y} \mu_{xy} = m_y
\text{s.t. }& \sum_{y \in Y} \mu_{xy} = n_x \\
& \sum_{x \in X} \mu_{xy} = m_y
\end{aligned}
$$

Expand Down Expand Up @@ -495,12 +495,12 @@ $$
|x - y'| + |x' - y| = |x - y| + |x' - y'|
$$

Letting $\alpha := \frac{|x - y|+|x' - y|}{|x - y'| - |x' - y|} \in (0,1),$ we have $|x - y| = \alpha|x - y'| +(1-\alpha) |x' - y| $ and $|x' - y'| = (1-\alpha)|x - y'| +\alpha |x' - y|. $
Letting $\alpha := \frac{|x - y| - |x - y'|}{|x - y| - |x' - y'|} \in (0,1),$ we have $|x - y'| = \alpha|x' - y'| +(1-\alpha) |x - y|$ and $|x' - y| = (1-\alpha)|x' - y'| +\alpha |x - y|. $

Hence, by strict concavity of $h,$

$$
h(|x-y|)+ h(|x'-y'|) <\alpha h(|x - y'|) +(1-\alpha) h(|x' - y|) + (1-\alpha) h(|x - y'|) +\alpha h(|x' - y|) = h(|x-y'|) + h(|x'-y|).
h(|x-y'|)+ h(|x'-y|) > \alpha h(|x' - y'|) +(1-\alpha) h(|x - y|) + (1-\alpha) h(|x' - y'|) +\alpha h(|x - y|) = h(|x'-y'|) + h(|x-y|).
$$

Therefore, as in the first case, we can strictly improve the cost among $x,y,x',y'$ by uncrossing the pairs.
Expand Down Expand Up @@ -1666,8 +1666,8 @@ Let's recall the formulation
$$
\begin{aligned}
V_P = \min_{\mu \geq 0}& \sum_{(x,y) \in X \times Y} \mu_{xy}c_{xy} \\
\text{s.t. }& \sum_{x \in X} \mu_{xy} = n_x \\
& \sum_{y \in Y} \mu_{xy} = m_y
\text{s.t. }& \sum_{y \in Y} \mu_{xy} = n_x \\
& \sum_{x \in X} \mu_{xy} = m_y
\end{aligned}
$$

Expand Down Expand Up @@ -1695,8 +1695,8 @@ Then we can formulate the following problem and its dual
$$
\begin{aligned}
W_P = \max_{\mu \geq 0}& \sum_{(x,y) \in X \times Y} \mu_{xy}y_{xy} \\
\text{s.t. }& \sum_{x \in X} \mu_{xy} = n_x \\
& \sum_{y \in Y} \mu_{xy} = m_y
\text{s.t. }& \sum_{y \in Y} \mu_{xy} = n_x \\
& \sum_{x \in X} \mu_{xy} = m_y
\end{aligned}
$$

Expand Down Expand Up @@ -1941,7 +1941,7 @@ exam_assign_OD.plot_hierarchies(subpairs)

We proceed to describe and implement the algorithm to compute the dual solution.

As already mentioned, the algorithm starts from the matched pairs $(x_0,y_0)$ with no subpairs and assigns the (temporary) values $\psi_{x_0} = c_{x_0 y_0}$ and $\psi_{y_0} = 0,$ i.e. the $x$ type sustains the whole cost of matching.
As already mentioned, the algorithm starts from the matched pairs $(x_0,y_0)$ with no subpairs and assigns the (temporary) values $\phi_{x_0} = c_{x_0 y_0}$ and $\psi_{y_0} = 0,$ i.e. the $x$ type sustains the whole cost of matching.



Expand All @@ -1961,7 +1961,7 @@ $$
\leq \min (c_{x_0 y_j} + c_{x_i y_0} - c_{x_0 y_0} , c_{x_i y_j}) - c_{x_j y_j} , \quad \text{for all } 1 \leq i < j \leq p.
$$

Then for all $i \in [p]$ compute the adjustment $ \Delta_i = \sum_{k = i+1}^p \beta_k + \phi_{x_p} - \phi_{x_1}$ and modify the dual variables
Then for all $i \in [p]$ compute the adjustment $ \Delta_i = \sum_{k = i+1}^p \beta_k + \phi_{x_p} - \phi_{x_i}$ and modify the dual variables

$$
\begin{aligned}
Expand Down
Loading