duality handout - STOR 415 Handout Duality The dual LP Each...

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STOR 415 Handout Duality The dual LP Each LP is paired with another LP. One in this pair is called the primal problem, and the other is called the dual. Given the primal problem, one can find the dual problem by following the procedure below. 1. For each constraint of the primal, define a dual variable Sign restrictions will be treated differently; do not define variables for them 2. Determine the dual objective function If the primal is a max problem, then the dual is a min problem. Conversely, if the primal is a min problem, then the dual is a max problem. Use the right-hand sides of the primal constraints as coefficients in the dual objective function 3. Determine data in the dual constraints Coefficients of the variables in the dual constraints are coefficients of the variables in the primal constraints, but transposed Right-hand sides of the dual constraints are coefficients in the primal objective function 4. Determine types of the dual constraints
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This note was uploaded on 05/10/2011 for the course STOR 415 taught by Professor Shulu during the Spring '11 term at University of North Carolina School of the Arts.

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duality handout - STOR 415 Handout Duality The dual LP Each...

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