A penalization approach to linear programming duality with application to capacity constrained transport

2013/09/12 by Jonathan Korman, Robert J. McCann, Korman, Jonathan +3
Mathematics · #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #math.AP #math.OC

paper · pdf · doi:10.48550/arxiv.1309.3022

arxiv created 2013/09/12 · arxiv updated 2013/09/13

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.

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• Dual potentials for capacity constrained optimal transport

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