An Elementary Approach to Linear Programming Duality with Application to Capacity Constrained Transport
Journal of convex analysis, Tome 22 (2015) no. 3, pp. 797-808
An 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.
@article{JCA_2015_22_3_JCA_2015_22_3_a10,
author = {J. Korman and R. J. McCann and C. Seis},
title = {An {Elementary} {Approach} to {Linear} {Programming} {Duality} with {Application} to {Capacity} {Constrained} {Transport}},
journal = {Journal of convex analysis},
pages = {797--808},
year = {2015},
volume = {22},
number = {3},
url = {http://geodesic.mathdoc.fr/item/JCA_2015_22_3_JCA_2015_22_3_a10/}
}
TY - JOUR AU - J. Korman AU - R. J. McCann AU - C. Seis TI - An Elementary Approach to Linear Programming Duality with Application to Capacity Constrained Transport JO - Journal of convex analysis PY - 2015 SP - 797 EP - 808 VL - 22 IS - 3 UR - http://geodesic.mathdoc.fr/item/JCA_2015_22_3_JCA_2015_22_3_a10/ ID - JCA_2015_22_3_JCA_2015_22_3_a10 ER -
%0 Journal Article %A J. Korman %A R. J. McCann %A C. Seis %T An Elementary Approach to Linear Programming Duality with Application to Capacity Constrained Transport %J Journal of convex analysis %D 2015 %P 797-808 %V 22 %N 3 %U http://geodesic.mathdoc.fr/item/JCA_2015_22_3_JCA_2015_22_3_a10/ %F JCA_2015_22_3_JCA_2015_22_3_a10
J. Korman; R. J. McCann; C. Seis. An Elementary Approach to Linear Programming Duality with Application to Capacity Constrained Transport. Journal of convex analysis, Tome 22 (2015) no. 3, pp. 797-808. http://geodesic.mathdoc.fr/item/JCA_2015_22_3_JCA_2015_22_3_a10/