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 language | English (US) |
|---|---|
| Title of host publication | International Series in Operations Research and Management Science |
| Publisher | Springer |
| Pages | 59-88 |
| Number of pages | 30 |
| DOIs | |
| State | Published - 2020 |
Publication series
| Name | International Series in Operations Research and Management Science |
|---|---|
| Volume | 285 |
| 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