Kantorovich Duality and Optimal Transport Problems on Magnetic Graphs
Sawyer Jack Robertson

TL;DR
This paper develops duality theory for Lipschitz and Arens-Eells function spaces on magnetic graphs, extending optimal transport concepts to discrete magnetic structures and characterizing their geometric properties.
Contribution
It introduces magnetic Lipschitz and Arens-Eells spaces, establishes duality, and characterizes their extreme points and quotient structures, adapting optimal transport tools to magnetic graphs.
Findings
Duality between magnetic Lipschitz and Arens-Eells spaces established.
Extreme points of the magnetic Lipschitz space unit ball characterized.
Magnetic Arens-Eells space identified as a quotient of classical Arens-Eells space.
Abstract
We consider Lipschitz- and Arens-Eells-type function spaces constructed for magnetic graphs, which are adapted to this setting from the area of optimal transport on discrete spaces. After establishing the duality between these spaces, we prove a characterization of the extreme points of the unit ball in the magnetic Lipschitz space as well as a result identifying the magnetic Arens-Eells space as a quotient of the classical Arens-Eells space of an associated classical graph called the lift graph.
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Taxonomy
TopicsGeometric Analysis and Curvature Flows · Nonlinear Partial Differential Equations · Advanced Mathematical Modeling in Engineering
Kantorovich Duality and Optimal Transport Problems on Magnetic Graphs
Sawyer Jack Robertson
University of Oklahoma
(Date: March 2, 2024)
Abstract.
We consider Lipschitz- and Arens-Eells-type function spaces constructed for magnetic graphs, which are adapted to this setting from the area of optimal transport on discrete spaces. After establishing the duality between these spaces, we prove a characterization of the extreme points of the unit ball in the magnetic Lipschitz space as well as a result identifying the magnetic Arens-Eells space as a quotient of the classical Arens-Eells space of an associated classical graph called the lift graph.
Key words and phrases:
signed graphs, wasserstein distance, optimal transport, graph theory
1991 Mathematics Subject Classification:
Primary 39A12, 05C22; Secondary 05C50
The author sincerely thanks his advisor, Javier Alejandro Chávez-Domínguez at the University of Oklahoma who has provided years of support and mentorship.
This research was supported in part by a National Merit Scholarship provided to the author jointly by the National Merit Scholarship Corporation and the University of Oklahoma.
1. Introduction
1.1. Background
Let be an undirected, finite graph without loops or multiple edges (henceforth ‘simple’), and suppose one has two mass (probability) distributions . A common question concerns how one may transport the mass distribution to the distribution in a manner which is optimal with respect to certain quantities of interest like energy or cost. Such questions constitute the research area of optimal transport on discrete domains [3, 12], a topic which has applications in a number of applied areas such as computer graphics and image processing [7, 6, 9], geometry [11], and physics [1]. One classical approach toward these problems is by way of Kantorovich duality, which in the formulation presented here relates Lipschitz-type and Arens-Eells function spaces via duality.
One setting where discrete transport problems have, to this author’s knowledge, not been posed is magnetic (or signed) graphs. These are essentially combinatorial graphs which have been equipped with an additional structure known as a signature, which can be viewed as a discrete analogue of a magnetic potential field [10]. These graphs have helped researchers model systems from discrete quantum mechanics [10] and chemistry [4], to even social psychology [2]. In the classical theory of optimal transport on discrete spaces, there happens to be a well-understood link between the cost of transport along paths and their associated lengths. Interestingly, it appears as though one natural extension of this relationship to the case of magnetic graphs appears to fail, which we will explore in the last section. This has complicated the computation of quantities associated to magnetic transport processes.
In this paper, we will approach optimal transport through adapted Lipschitz- and Arens-Eells-type function spaces designed for magnetic graphs. After some preliminary remarks, we will establish the duality of these spaces using a form of representation in the manner of [13]. Then, we will prove a characterization of the extreme points of the unit ball in our (magnetic) Lipschitz space. Finally, we will put down a result concerning the central problem of computing the -Arens-Eells norm via a compression mapping.
1.2. Graph theory preliminaries
Throughout, is the unit circle, and is the abelian group of -th roots of unity, where . All graphs considered here are considered to be simple; that is, undirected, with a finite vertex set, no loops, and no multiple edges. If are vertices, adjacency is indicated . A graph is connected if there exists a path connecting any two of the vertices in the graph.
If is a simple graph, we define the oriented edges of to be the set E^{\text{or}}(X):=\big{\{}(u,v),\hskip 2.84544pt(v,u):\{u,v\}\in E(X)\big{\}}.
A signature on is a map , satisfying . A magnetic graph is a pair . Throughout, (non)-magnetic graphs will be denoted with an (‘’) ‘’ respectively. The trivial signature is defined to be 1 on every oriented edge. A magnetic graph is called balanced provided that the product of the values of the signature along any (directed) cycle is 1; otherwise, is unbalanced. If takes values in a finite subgroup of and is some function, then we may produce the -switched signature denoted via
[TABLE]
Two distinct signatures related in this manner by some switching function are called switching equivalent. A signature is balanced if and only if it is switching equivalent to the trivial signature [8, Proposition 3.2].
Given a magnetic graph whose signature takes values in some finite group we may construct a related non-magnetic graph called the lift of , denoted , via vertex set , and with the condition that two vertices are adjacent if and only if in the original graph and . The signature structure from the original graph is thus encoded in the edge structure of the new one, illustrated in Figure 1.
We will also have occasion to utilize the Hilbert space with inner product structure given by
[TABLE]
Also, we will use the unit distributions given by
[TABLE]
1.3. Classical Kantorovich duality, extreme points
To complete this preliminary section, let us recall some results pertaining to non-magnetic graphs. If are two mass distributions on the vertices of a connected graph equipped with shortest-path metric , we consider transport plans which are mass distributions on the Cartesian product of the vertex set whose marginals agree with and , and such that represents the amount of mass transported from vertex to vertex . represents the set of all transport plans between and . The 1-Wasserstein distance between is then given by
[TABLE]
If one chooses an arbitrary but fixed base vertex, say , one can define the normed space
[TABLE]
where
[TABLE]
Similarly, for each pair of vertices we may define the combinatorial atom defined by
[TABLE]
Subsequently, we may construct the Arens-Eells space via
[TABLE]
equipped with the norm
[TABLE]
Viewing and as subspaces of the Hilbert space , one can prove via Riesz representation that is isometrically isomorphic to , e.g. [13, Theorem 2.2.2]. This is the so-called (classical) Kantorovich duality to which we dedicate a good part of the sequel.
2. Duality and extreme points
2.1. Arens-Eells, signed Lipschitz spaces
Let be a magnetic graph, endowed with usual shortest-path metric . We define the signed Lipschitz function space
[TABLE]
This definition leads to a natural choice of -Lipschitz norm, which we pair with an equivalent formulation. For each , set
[TABLE]
Lemma 2.1.1**.**
Let be an unbalanced magnetic graph. Then is a norm.
Proof.
Let and . Clearly , and from the definition. The triangle inequality is obtained as follows:
[TABLE]
For definiteness, let us assume that . The max formulation in equation (3) would imply that for each pair of adjacent vertices one has , forcing either or , where , , and is a switching function for each of the connected components of , such that as in equation (1). The latter case contradicts the assumption that is unbalanced so . ∎
In the case where is a balanced graph, is a semi-norm since its definiteness cannot be assured. Let us now consider two adjacent vertices and define the magnetic atom as follows:
[TABLE]
We define the magnetic Arens-Eells space
[TABLE]
Elements of this space will be called magnetic molecules. We will use the next lemma to verify that indeed recovers all of under the right condition.
Lemma 2.1.2**.**
Let be an unbalanced magnetic graph. Then .
Proof.
We will prove this lemma by showing that the orthogonal complement of in is merely . Let be such that for each . In particular, for each pair of adjacent vertices one has . Explicitly, this means forcing either or , where and is a switching function for each of the connected components of , such that as in equation (1). The latter case contradicts the assumption that is unbalanced so . ∎
We define for each molecule the norm
[TABLE]
Let us quickly check that this is actually a norm as claimed.
Lemma 2.1.3**.**
Let be an unbalanced magnetic graph. Then is a norm.
Proof.
The positivity, homogeneity, and triangle inequality for this norm are all easily checked. We only need argue for why is in fact definite. Suppose for some molecule one has . For positive integer , find some finite linear combination of atoms for which
[TABLE]
Then,
[TABLE]
From the definiteness of the norm, the claim is verified. ∎
We have constructed two Banach function spaces for unbalanced magnetic graphs, and (we verified their structures as normed spaces, completeness follows from their finite dimension). In Theorem 2.1, we identify them as dual to one another.
2.2. Duality
We will now adapt the classical duality result mentioned in the preliminary discussion to the function spaces designed for magnetic graphs. The argument is in the manner of Weaver [13].
Theorem 2.1**.**
Let be an unbalanced magnetic graph. Then is isometrically isomorphic to .
Proof.
Let us define a linear mapping in the following manner. Let , and notice that since as finite dimensional vector spaces, may be viewed as a continuous linear functional on . In turn, by using the finite-dimensional Riesz representation theorem on the space , we may obtain a representative function so that for each , one has . Put . Notice that for each pair of adjacent vertices we have
[TABLE]
In turn, by taking a max,
[TABLE]
which implies that is a nonexpansive operator. As a note, the linearity of is inherited from the Riesz Representation. Let us now suggestively define a mapping
[TABLE]
where for each we set . We verify that given any , realized as a finite linear combination , it holds that
[TABLE]
By taking an inf over all possible representatons of , we obtain the inequality , which implies , showing that is a non-expansive linear operator as well. The composition is easily checked to be the identity mapping. Since the mapping and its inverse are nonexpansive and invertible, is a vector space isomorphism and an isometry of Banach spaces, finalizing the claim. ∎
2.3. Extreme points
Some contextual remarks are in order before presenting the result.
Definition 2.3.1**.**
Let be a normed space, and suppose , with . Then is called an extreme point of the unit ball in , denoted , provided that for any , if
[TABLE]
then .
We note that this definition of extremity is equivalent to the more classical interpretation, which defines points in the unit ball to be extreme if they cannot be expressed as the midpoint of two other, distinct elements of the unit ball.
Definition 2.3.2**.**
Let be simple graph and be an element of the unit ball of , denoted . We say an edge is satisfied by if
[TABLE]
Farmer [5, Theorem 1] proves an equivalent version of the following result.
Theorem 2.2** (Farmer 1994).**
Let be a connected simple graph and . Then is an extreme point of if and only if the graph , constructed with vertex set and edge set
[TABLE]
is connected.
We present an analogue of this result to the function spaces designed for magnetic graphs. First, one preliminary definition in the spirit of the preceding remarks.
Definition 2.3.3**.**
Let be an unbalanced magnetic graph, and suppose is in the unit ball of , denoted . We say an edge is -satisfied by if
[TABLE]
Note as before that the quantity does not depend on the choice of orientation of the edge being evaluated, i.e. .
Theorem 2.3**.**
Let be an unbalanced graph, and . Then is an extreme point of if and only if the magnetic graph defined by the vertex set , the edge set
[TABLE]
and which we equip with the restriction of the signature structure as on , is unbalanced on each of its connected components.
Proof.
Let us begin with the converse by supposing that is unbalanced on each of its connected components, and that some satisfies
[TABLE]
This implies that for every edge -satisfied by , it holds for every
[TABLE]
Knowing that , and that 1 is an extreme point of the unit ball in , the only way that the inequality above can hold for every is if at every -satisfied edge; that is, . As we have seen before, this would imply that on each connected component of , must be either identically 0 or a scalar multiple of a switching function for associated to the trivial signature. Since the latter implication contradicts our assumption that is unbalanced on each of these connected components, it must hold that , implying that is an extreme point for .
Next, let us assume that has some balanced connected component; that is, there exists such that the subgraph induced by and the existing satisfied edges between its vertices , and with the signature restricted to its oriented edges , is balanced. We claim that cannot be an extreme point. Since is balanced, there exists a function such that for each oriented edge , . We note that need not contain every edge in the original graph, so let us identify
[TABLE]
If this set happens to be empty, choose . Define the nonzero function by
[TABLE]
for each . Let us check that \{f+tg{\hskip 2.84544pt\big{|}\hskip 2.84544pt}t\in[-1,1]\}\subset B_{\text{Lip}^{\sigma}}. If , then one of three possible cases holds: (i) both and ; (ii) both and ; (iii) or and . For either of the first two cases, it holds
[TABLE]
Notice that in these two cases, since either (case (i)), or (case (ii)). In the third case, that is when and , it holds by definition. In turn,
[TABLE]
and the claim holds. This completes the proof. ∎
3. Compression
The final result we will present concerns an approach into the computation of the norm . We wish to say something about how the magnetic transport norm for molecules on the original magnetic graph may be related to the classical transport norm for molecules on the lift graph. First we need a way of translating between spaces.
Definition 3.0.1**.**
Let be a magnetic graph, and assume takes values in for some integer . We define the linear compression mapping
[TABLE]
as follows: for each , put
[TABLE]
Theorem 3.1**.**
Let be a magnetic graph, and assume takes values in for some integer . Then is a surjective contraction from onto .
Proof.
First, let us verify the surjectivity of the mapping . Suppose we take some , which we represent with a finite linear combination of magnetic atoms in the form
[TABLE]
By choosing to be
[TABLE]
we may compute
[TABLE]
which verifies the onto claim; notice that from this computation, we obtain the general relation that for each adjacent pair of vertices in the lift, we have
[TABLE]
Now let be given, and suppose we represent it by a linear combination of atoms in the form
[TABLE]
In turn, from (4), one has
[TABLE]
Applying inequalities, we see
[TABLE]
which, after taking an over all such representations of , implies that is a contraction. ∎
As a simple corollary to the preceding theorem, we have the following equation.
Corollary 3.0.1**.**
Let . We have the equation
[TABLE]
Proof.
Knowing that is surjective, the set on the right is nonempty; and, knowing also that is a contraction, we may write
[TABLE]
By checking that the norm is attained in the set somewhere we will verify the reverse inequality and justify the use of a in the equation. To this end, fix some , and realize it as an optimal linear combination of magnetic atoms, i.e.
[TABLE]
Note that such a linear combination of molecules exists by a compactness argument. Notice that, as in the preceding proof, the molecule given by
[TABLE]
satisfies . Since the expression above is one realization of as a linear combination of (non-magnetic) atoms, it holds that . Moreover, since and is a contraction, it holds that . Putting the two inequalities together, i.e.
[TABLE]
we find as desired. This completes the proof. ∎
The author had hoped to improve this result via a conjecture concerning the link of simple magnetic molecules defined on the original graph to associated ones on the lift. We can define magnetic path molecules to take the value 1 at some initial vertex (say ‘’), and at some terminal vertex (say ‘’), it takes the value of the negative of the product of the signature values along a path between the initial vertex and terminal vertex (say ‘’). Based on the classical case, it would be natural to guess that the norm of a magnetic path molecule would coincide with the length of a path on the lift initiating at and terminating at . This supposes the stability of the strong relationship between the norm of path-type molecules and their lengths in the classical case as it is adapted to the magnetic case.
As we briefly mentioned in the introduction, such a conjecture does indeed fail. Consider the following counterexample, illustrated in Figure 2. The graph is on three vertices, with the signature taking the value 1 on the upper two edges and the value along the oriented edge . Let us define the molecule via
[TABLE]
In light of the conjecture, one can view as a magnetic path molecule corresponding to the path initiating at , going around the graph counterclockwise once and terminating at (this is based on the values of the function at and ).
The simplicity of the graph structure works to our advantage in the sense that any element in the space has a unique representation in the basis . A quick calculation yields
[TABLE]
forcing , a non-integer quantity which invalidates the conjecture.
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