Chapter 4 updated Oct 17 - Chapter 4 Duality Theory Also see Chapter 6 of the text book 1 Motivation Consider the LP problem in a standard form min xRn

Chapter 4 updated Oct 17 - Chapter 4 Duality Theory Also...

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Chapter 4 Duality Theory Also see Chapter 6 of the text book. 1MotivationConsider the LP problem in a standard form:minxRnc0xs.t.Ax=b,0x,wherebRmandARm×n. Let us call this theprimal problemand letxbe its feasiblesolution; assume that its optimal solution exists and the optimal value is finite. Instead of 1
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Ch 4: Duality Theory Last updated: October 17, 2014 Page 2 of 14
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Ch 4: Duality Theory MATH2230/MATH3205/Mark Lau 2 Primal & Dual Problems Last updated: October 17, 2014 Page 3 of 14
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Ch 4: Duality Theory MATH2230/MATH3205/Mark Lau
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