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Duality in Linear Programming Duality in Linear Programming

By Lê Nguyên Hoang |

Duality in linear programming yields plenty of amazing results that help understand and improve algorithms of resolution. This article shows the construction of the dual and its interpretation, as well as major results. In particular, matching of primal and dual bases will be dealt, before presenting the issue of degeneracy and its dual interpretation.

By Lê Nguyên Hoang |

**Updated:**2016-01 |**Prerequisites:**Optimization by Linear Programming, Linear Algebra and Higher Dimensions |**Views**: 19147Duality in linear programming yields plenty of amazing results that help understand and improve algorithms of resolution. This article shows the construction of the dual and its interpretation, as well as major results. In particular, matching of primal and dual bases will be dealt, before presenting the issue of degeneracy and its dual interpretation.