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Revert "remove begin equations"
This reverts commit 6fd167c.
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lectures/match_transport.md

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@@ -57,11 +57,13 @@ Given a *cost function* $c:X \times Y \rightarrow \mathbb{R}$, the (discrete) *o
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$$
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\begin{equation}
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\begin{aligned}
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\min_{\mu \geq 0}& \sum_{(x,y) \in X \times Y} \mu_{xy}c_{xy}\\
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\text{s.t. }& \sum_{x \in X} \mu_{xy} = n_x \\
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& \sum_{y \in Y} \mu_{xy} = m_y
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\end{aligned}
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\end{equation}
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$$
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Given our discreteness assumptions about $n$ and $m$, the problem admits an integer solution $\mu \in \mathbb{Z}_+^{X \times Y}$, i.e. $\mu_{xy}$ is a non-negative integer for each $x\in X, y\in Y$.
@@ -99,11 +101,13 @@ In the following implementation we assume that the cost function is $c_{xy} = |x
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Hence, our problem is
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$$
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\begin{equation}
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\begin{aligned}
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\min_{\mu \in \mathbb{Z}_+^{X \times Y}}& \sum_{(x,y) \in X \times Y} \mu_{xy}|x-y|^{1/\zeta}\\
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\text{s.t. }& \sum_{x \in X} \mu_{xy} = n_x \\
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& \sum_{y \in Y} \mu_{xy} = m_y
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\end{aligned}
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\end{equation}
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$$
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The following class takes as inputs sets of types $X,Y \subset \mathbb{R},$ marginals $n, m $ with positive integer entries such that $\sum_{x \in X} n_x = \sum_{y \in Y} m_y $ and cost parameter $\zeta>1$.
@@ -1551,11 +1555,13 @@ example_3.plot_matching(matching_NAM, title = 'NAM', figsize = (5,5), add_labels
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Let us recall our formulation
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$$
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\begin{equation}
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\begin{aligned}
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V_P = \min_{\mu \geq 0}& \sum_{(x,y) \in X \times Y} \mu_{xy}c_{xy}\\
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\text{s.t. }& \sum_{x \in X} \mu_{xy} = n_x \\
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& \sum_{y \in Y} \mu_{xy} = m_y
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\end{aligned}
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\end{equation}
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$$
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The *dual problem* is
@@ -1578,18 +1584,21 @@ Since the dual is feasible and bounded, $V_P = V_D$ (*strong duality* prevails)
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Assume now that $y_{xy} = \alpha_x + \gamma_y - c_{xy}$ is the output generated by matching $x$ and $y.$ It includes the sum of $x$ and $y$ specific amenities/outputs minus the cost $c_{xy}.$ Then, we have can formulate the following problem and its dual
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$$
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\begin{equation*}
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\begin{aligned}
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W_P = \max_{\mu \geq 0}& \sum_{(x,y) \in X \times Y} \mu_{xy}y_{xy}\\
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\text{s.t. }& \sum_{x \in X} \mu_{xy} = n_x \\
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& \sum_{y \in Y} \mu_{xy} = m_y
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\end{aligned}
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\end{equation*}
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$$
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$$
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$$ \begin{equation}
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\begin{aligned}
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W_D = \min_{u,v}& \sum_{x \in X }n_x u_x + \sum_{y \in Y} m_y v_y\\
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= W_D = \min_{u,v}& \sum_{x \in X }n_x u_x + \sum_{y \in Y} m_y v_y\\
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\text{s.t. }& u_x + v_y \geq y_{xy} \\
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\end{aligned}
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\end{equation}
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$$
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