2018-340-lec16.pdf - Lecture 16 • complementary slackness...

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Lecture 16 complementary slackness. Chvatal 62-65. Vanderbei sec 5.5 - statement/proof - Application . checking optimality. next week Lecture 17. Economic significance of dual variables . Chvatal throrem 5.5. pp65-68 Lecture 18. more on duality. Friday, Oct 19. midterm exam. Weak duality Min g dual maxx primal a Strong duality H optimal sol for primal exists then o min of dual may of primal optimal dual solution can be found using the final dictionary of the primal Strongduality The H an LP problem has an optimal solution so does its dual and the respective optimal costs are equal maximize E I That is if the primal problem subetto AT EE I 8 has an optimal solution Nikki Xn then the dual has an optimal solution ly o iYm and n me gx.sk Eb Yi dictionary 1 1 Moreover from the last row of the op timdditionaynis the optimdnialume coefficient as the primal problem 2 z t 2 CE Xk note 1 1 ck o if Xk basic we can find y cut in optime dictionary of the primal canalsodetermin optimal solution for dual
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  • Spring '09
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