Linear Programming: Chapter 5 Duality - Princeton University
Strong Duality Theorem Conclusion on previous slide is the essence of the strong duality theorem which we now state: Theorem. If the primal problem has an optimal solution, x = (x 1;x 2;:::;x n); then the dual also has an optimal solution, y = (y 1;y 2;:::;y m); and X j c jx j = X i b iy i: Paraphrase: If primal has an optimal solution, then ...
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