  We analyze the optimal dividend payment problem in the dual model under
constant transaction costs. We show, for a general spectrally positive L\'{e}vy
process, an optimal strategy is given by a $(c_1,c_2)$-policy that brings the
surplus process down to $c_1$ whenever it reaches or exceeds $c_2$ for some $0
\leq c_1 < c_2$. The value function is succinctly expressed in terms of the
scale function. A series of numerical examples are provided to confirm the
analytical results and to demonstrate the convergence to the no-transaction
cost case, which was recently solved by Bayraktar et al. (2013).
