EconPapers    
Economics at your fingertips  
 

DUALITY AND THE DUAL SIMPLEX ALGORITHM

Richard W. Cottle () and Mukund N. Thapa
Additional contact information
Richard W. Cottle: Stanford University
Mukund N. Thapa: Optical Fusion, Inc.

Chapter Chapter 5 in Linear and Nonlinear Optimization, 2017, pp 117-138 from Springer

Abstract: Abstract In this chapter we present what is probably the most important theoretical aspect of linear programming: duality. This beautiful topic has more than theoretical charms. Indeed, it gives valuable insights into computational matters and economic interpretations such as the value of resources at an optimal solution.

Keywords: Dual Problem; Primal Problem; Dual Pair; Complementary Slackness; Dual Linear Program (search for similar items in EconPapers)
Date: 2017
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:isochp:978-1-4939-7055-1_5

Ordering information: This item can be ordered from
http://www.springer.com/9781493970551

DOI: 10.1007/978-1-4939-7055-1_5

Access Statistics for this chapter

More chapters in International Series in Operations Research & Management Science from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-04-01
Handle: RePEc:spr:isochp:978-1-4939-7055-1_5