Duality theory

Robert J. Vanderbei

doi:10.1007/978-3-030-39415-8_5

Duality theory

Research output: Chapter in Book/Report/Conference proceeding › Chapter

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	https://doi.org/10.1007/978-3-030-39415-8_5
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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10.1007/978-3-030-39415-8_5

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