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A penalization approach to linear programming duality with application to capacity constrained transport (1309.3022v1)
Published 12 Sep 2013 in math.OC and math.AP
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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