A penalization approach to linear programming duality with application to capacity constrained transport
Optimization and Control
2013-09-13 v1 Analysis of PDEs
Abstract
A new approach to linear programming duality is proposed which relies on quadratic penalization, so that the relation between solutions to the penalized primal and dual problems becomes affine. This yields a new proof of Levin's duality theorem for capacity-constrained optimal transport as an infinite-dimensional application.
Cite
@article{arxiv.1309.3022,
title = {A penalization approach to linear programming duality with application to capacity constrained transport},
author = {Jonathan Korman and Robert J. McCann and Christian Seis},
journal= {arXiv preprint arXiv:1309.3022},
year = {2013}
}