Duality and Complementarity

David G. Luenberger and Yinyu Ye
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David G. Luenberger: Stanford University
Yinyu Ye: Stanford University

Chapter Chapter 3 in Linear and Nonlinear Programming, 2021, pp 41-75 from Springer

Abstract: Abstract Associated with every linear program, and intimately related to it, is a corresponding dual linear program. Both programs are constructed from the same underlying cost and constraint coefficients but in such a way that if one of these problems is one of minimization the other is one of maximization, and the optimal values of the corresponding objective functions, if finite, are equal. The variables of the dual problem can be interpreted as prices associated with the constraints of the original (primal) problem, and through this association it is possible to give an economically meaningful characterization to the dual whenever there is such a characterization for the primal.

Date: 2021
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DOI: 10.1007/978-3-030-85450-8_3

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