Having its roots in economics, optimal transport was developed as a tool for how to best allocate resources. The origins of the theory of optimal transport itself date back to 1781, when Gaspard Monge studied the most efficient way to move earth to build fortifications for Napoleon’s army. In its full generality, optimal transport is a problem of how to move all of the resources (e.g. iron) from a collection of origin points (iron mines) to a collection of destination points (iron factories), while minimizing the total distance the resource has to travel. Mathematically, we want to find a function that takes each origin and maps it to a destination while minimizing the total distance between the origins and their corresponding destinations. Despite its innocuous description, progress on this original formulation of the problem, called the Monge formulation, remained stalled for nearly 200 years. 

The first real leap toward a solution happened in the 1940s, when a Soviet mathematician named Leonid Kantorovich tweaked the formulation of the problem into its modern version and what is now referred to as the Monge-Kantorovich formulation. The novelty here was to allow some iron from the same mine to go to different factories. For example, 60% of the iron from a mine could go to one factory and the remaining 40% of the iron from that mine could go to a different factory. Mathematically, this is no longer a function because the same origin is now mapped to potentially many destinations. Instead, this is called a coupling between the distribution of origins and the distribution of destinations and is shown in the figure below; picking a mine from the blue distribution (origin) and traveling vertically along the figure shows the distribution of factories (destinations) where that iron was sent. 

Top
Generated by Feedzy