EconPapers    
Economics at your fingertips  
 

Duality

S. Vajda
Additional contact information
S. Vajda: University of Sussex

Chapter Chapter 3 in Linear Programming, 1981, pp 50-64 from Springer

Abstract: Abstract As a counterpart, or obverse, of a problem: maximize b′x, subject to $$ Ax \leqslant c,{\text{ }}x{\text{ }} \geqslant 0 $$ (P) consider its ‘dual’: minimize c′y, subject to $$ A\prime y{\text{ }} \geqslant {\text{ }}b,{\text{ }}y{\text{ }} \geqslant 0 $$ (D) The original, ‘primal’ problem, has m inequality constraints, in n variables, while the ‘dual’ problem has n inequality constraints and m variables. Also, in the problem to be maximized the left hand side must not exceed the right hand side, while in that to be minimized, the left hand side is not smaller than the right hand side. In either problem, though, the variables are restricted to having non-negative values.

Date: 1981
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:sprchp:978-94-011-6924-0_3

Ordering information: This item can be ordered from
http://www.springer.com/9789401169240

DOI: 10.1007/978-94-011-6924-0_3

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2026-08-12
Handle: RePEc:spr:sprchp:978-94-011-6924-0_3