Abstract : We will present a variation of the unbalanced optimal transport model and Wasserstein Fisher-Rao metric on positive measures, in which one imposes additional affine integral equality constraints. This is motivated by multiple examples from mathematics and applied mathematics that naturally involve comparing and interpolating between two measures in particular subspaces or in which one enforces some constraints on the interpolating path itself. Building from the dynamic formulation of the Wasserstein Fisher-Rao metric, we introduce a class of constrained problems where the interpolating measure at each time must satisfy a given stationary or time-dependent constraint in measure space. We then specifically derive general conditions under which the existence of minimizing paths can be guaranteed, and then examine some of the properties of the resulting models and the metrics that are induced on measures. We will further hint at the potential of this approach in various specific situations such as the comparison of measures with prescribed moments, the unbalanced optimal transport under global mass evolution or obstacle constraints, and emphasize some connections with the construction of Riemannian metrics on the space of all convex shapes in an Euclidean space. We shall conclude with a few remaining unsolved/open questions.

Keywords : unbalanced optimal transport; affine constraints; existence of minimizers