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Linear Programming Duality Tutorial Jilbab
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A discussion on the definition of the dual problem of a linear programming minimization problem in general form. Previous video: Duality in Linear Programming 4 In the preceding chapter on sensitivity analysis, we saw that the shadow-price interpretation of the optimal simplex multipliers is a very useful concept. The Simplex Method and the Dual : A Minimization Example patrickJMT. Linear Programming: Linear Algebra Tutorial © B.A. McCarl and T.H. Spreen, 2013 DUALITY IN LINEAR PROGRAMMING 1 CHAPTER IV: DUALITY IN LINEAR PROGRAMMING 4.1 Basic Duality 1 Definition: The Duality in Linear Programming states that every linear programming problem has another linear programming problem related to it and thus can be derived from it. Figure 4.1: The constraints, feasible region, and optimal solution of the linear program associated with building cars and trucks. Written in matrix notation, the linear program becomes maximize cTx subject to Ax ≤ b x ≥ 0, where c = " 3 2.5 #, A = 4.44 0 0 6.67 4 2.86 3 6 and b = 100 100 100 100 . Duality Theory
  • The notion of duality within linear programming asserts that every linear program has associated with it a related linear program called its dual. The original problem in relation to its dual is termed the primal. 24. any of the deep geometric insight behind linear programming duality. The main goal is to explain in detail the mechanical procedure of taking the dual. Linear case. Linear programming problems are optimization problems in which the objective function and the constraints are all linear. In the primal problem, the objective function is a linear combination of n variables. There are m constraints, each of which places an upper bound on a linear combination of the n variables. Solve a simple linear program defined by linear inequalities. see Interior-Point-Legacy Linear Programming.) duality gap, or total relative