Abstract

Associated with every linear program is another called its dual. The dual of this dual linear program is the original linear program (which is then referred to as the primal linear program). Hence, linear programs come in primal/dual pairs. It turns out that every feasible solution for one of these two linear programs gives a bound on the optimal objective function value for the other. These ideas are important and form a subject called duality theory, which is the topic of this chapter.

Original languageEnglish (US)
Title of host publicationInternational Series in Operations Research and Management Science
PublisherSpringer
Pages59-88
Number of pages30
DOIs
StatePublished - 2020

Publication series

NameInternational Series in Operations Research and Management Science
Volume285
ISSN (Print)0884-8289
ISSN (Electronic)2214-7934

All Science Journal Classification (ASJC) codes

  • Software
  • Computer Science Applications
  • Strategy and Management
  • Management Science and Operations Research
  • Applied Mathematics

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  • Cite this

    Vanderbei, R. J. (2020). Duality theory. In International Series in Operations Research and Management Science (pp. 59-88). (International Series in Operations Research and Management Science; Vol. 285). Springer. https://doi.org/10.1007/978-3-030-39415-8_5