Monge properties, discrete convexity and applications

Monge properties, discrete convexity and applications

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Article ID: iaor20084679
Country: Netherlands
Volume: 176
Issue: 1
Start Page Number: 1
End Page Number: 14
Publication Date: Jan 2007
Journal: European Journal of Operational Research
Authors:
Keywords: programming: convex, programming: transportation
Abstract:

Starting from Monge's mass transportation problem we review the role Monge properties play in optimization. In particular we discuss transportation problems whose cost functions fulfill a Monge property, Monge sequences, algebraic Monge properties, the recognition of permuted Monge arrays and multidimensional Monge arrays and the connections between Monge properties and discrete convexity. Finally we discuss Prékopa's recent approach using Monge arrays in bounding multivariate probability distribution functions.

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