Lecture notes 5: Duality in applications
نویسنده
چکیده
We have already seen how to take the dual of a linear program in general form. However, when we are solving a problem using linear programming, it can be very enlightening to take the dual of the linear program for that particular problem. Typically, in the context of the problem under study, it is possible to give a natural interpretation to the dual variables, and this also often leads to natural interpretations of weak/strong duality and complementary slackness. We will illustrate this by considering the duals of some applications that we studied previously.
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