Duality

Eric V. Denardo ()
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Eric V. Denardo: Yale University

Chapter Chapter 12 in Linear Programming and Generalizations, 2011, pp 377-412 from Springer

Abstract: Abstract In Chapter 11, each current tableau was seen to have at least one vector y of multipliers that determine its vector $$ {\bar {\rm c}} $$ of reduced costs and its objective value z via $$ {\bar {\rm c}} = {\rm c} - {\rm y}{\mkern 1mu}{\rm A}$$ and z = yb. It was also noted that these multipliers, if unique, are the shadow prices. A method was presented for computing a vector y of multipliers, whether or not they are unique.

Keywords: Simplex Method; Risky Asset; Duality Theorem; Shadow Price; Strong Duality (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/978-1-4419-6491-5_12

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