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Chapter 4Duality TheoryAlso see Chapter 6 of the text book.1MotivationConsider the LP problem in a standard form:minx∈Rnc0xs.t.Ax=b,0≤x,whereb∈RmandA∈Rm×n. Let us call this theprimal problemand letxbe its feasiblesolution; assume that its optimal solution exists and the optimal value is finite. Instead of1
Ch 4: Duality TheoryLast updated: October 17, 2014Page 2 of 14
Ch 4: Duality TheoryMATH2230/MATH3205/Mark Lau2Primal & Dual ProblemsLast updated: October 17, 2014Page 3 of 14