L09f05

L09f05 - CO350 Linear Programming Chapter 4: Introduction...

Info iconThis preview shows pages 1–4. Sign up to view the full content.

View Full Document Right Arrow Icon
CO350 Linear Programming Chapter 4: Introduction to Duality 20th May 2005
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Chapter 4: Introduction to Duality 1 Recap LP in SEF: ( P ) maximize c T x subject to Ax = b x 0 Dual LP: ( D ) minimize b T y subject to A T y c Complementary Slackness (CS) Condition x * j = 0 or m X i =1 a ij y * i = c j (or both) for each j A more useful form: x * j 6 = 0 = m X i =1 a ij y * i = c j for each j Theorem 4.7 (CS Theorem) Suppose x * feasible for ( P ) and y * feasible for ( D ) . x * optimal for ( P ) and y * optimal for ( D ) ⇐⇒ CS condition holds for x * , y * . Theorem 4.8 (CS Theorem restated) Suppose x * is feasible for ( P ) . x * optimal for ( P ) ⇐⇒ there exists y * feasible for ( D ) such that CS condition holds for x * , y * .
Background image of page 2
Chapter 4: Introduction to Duality 2 Complementary Slackness for Other Forms CS condition for general LP (pg 47) AND x * j = 0 or m X i =1 a ij y * i = c j for each j y * i = 0 or m X j =1 a ij x * j = b i for each i Interpretation for SEF In SEF, we have Ax = b as constraints. For any feasible x * , we always have m X j =1 a ij x * j = b i . Therefore, the above CS condition reduces to x * j = 0 or m X i =1 a ij y * i = c j for each j Similarly, x j is a free variable = m X i =1 a ij y * i = c j is a constraint for dual LP = x * j = 0 or m X i =1 a ij y * i = c j is redundant
Background image of page 3

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Image of page 4
This is the end of the preview. Sign up to access the rest of the document.

This note was uploaded on 06/11/2011 for the course C 350 taught by Professor Wolkowicz during the Fall '97 term at Waterloo.

Page1 / 11

L09f05 - CO350 Linear Programming Chapter 4: Introduction...

This preview shows document pages 1 - 4. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online