Lecture 16 : Duality and the Minimax theorem
نویسندگان
چکیده
Last lecture we introduce linear programs (LP) and saw how to model problems with LPs. In this lecture we study duality of LPs. Roughly speaking, the dual of a minimization LP is a maximization LP which its solutions provide lower bounds for the optimum of the original LP. First we show how to construct dual of an LP. Then we talk about relation between the optimum of an LP and its dual. In particular, we describe the weak and strong duality theorems. Finally using the LP duality, we prove the Minimax theorem which is an important result in the game theory.
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