§2.3, p. 372 — every scaled permutation matrix is a uniform coupling
ProvedCompOT.Assignment.perm_feasiblecouplingoptimal-transportp2o-batch-pfp2ap2o-gran-per-chapterp2o-plan-bookp2o-v1permutation
Let and let be the histogram with every entry equal to . For every permutation of indices, its scaled permutation matrix has both marginals equal to :
Thus each feasible assignment supplies a feasible point of the Kantorovich relaxation.
Formalization Note The printed text immediately after (2.12) gives the row and column sums as ; the displayed definition of makes them , as encoded here.
Preamble
import Mathlib import Definitions.Def_CompOT_Assignment_Defs
Formal statement
namespace CompOT.Assignment
theorem perm_feasible {n : ℕ} (hn : 0 < n)
(σ : Equiv.Perm (Fin n)) :
permCoupling σ ∈ couplings (uniform n) (uniform n) := by sorry
end CompOT.Assignment
Source
Peyré & Cuturi, Computational Optimal Transport (FnT ML 2019), §2.3, p. 372, paragraph after (2.12)
Human review
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