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Unformatted text preview: corollaries of the Weak Duality Theorem and we will prove The Strong Duality Theorem of Linear Programming : If (P) and (D) are both feasible, then (P) has an optimal solution x * and (D) has an optimal solution y * such that cx * = y * b ....
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This note was uploaded on 03/08/2012 for the course ORIE 3300 at Cornell.