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Yield Analysis And Optimization

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4 Duality Theory - University of Washington

sites.math.washington.edu

4 Duality Theory Recall from Section 1 that the dual to an LP in standard form (P) maximize cTx subject to Ax b, 0 x is the LP (D) minimize bTy subject to ATy c, 0 y. Since the problem D is a linear program, it too has a dual.

  Duality

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