Diamond transports in quadratic-form and distorted optimal transport

Abstract

The diamond transport is generated by the uniform law on a diamond-shaped copula support. Since a classical optimal transport (OT) objective is affine in the coupling, this transport cannot be the unique minimizer in the classical setting. We study a broader family of transports, called diamond-type transports, in non-classical settings such as quadratic-form optimal transport (QOT) and distorted optimal transport (DOT), which are generally nonconvex. Our main results are within the QOT framework: for symmetric one-dimensional marginals, the diamond transport is an optimizer for a large class of QOT problems whose costs depend on within-coordinate distances. Examples include product costs under positive-definiteness and convexity conditions and, in particular, mixed rectangular costs. For rectangular costs, we show that the diamond transport is the unique minimizer except for boundary cases. In the DOT framework, diamond-type transports are minimizers for a natural class of cost, and the diamond transport is the unique minimizer in specialized examples. We also identify the intersection between DOT and QOT, which corresponds precisely to quadratic distortion functions.