Abstract

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

Author information

Contact details are reproduced from the original publication and may be historical.

Robert J. McCann

Dept. of Mathematics, University of Toronto, Toronto, Ontario, Canada M5S 2E4

mccann@math.toronto.edu

Christian Seis

Institut für Angewandte Mathematik, Universität Bonn, Endenicher Allee 60, 53115 Bonn, Germany

cseis@math.toronto.edu

Suggested citation

J. Korman, R. J. McCann, C. Seis. “An Elementary Approach to Linear Programming Duality with Application to Capacity Constrained Transport.” Journal of Convex Analysis 22 (2015), No. 3, 797–808.

Copyright Heldermann Verlag 2015