ریاضی

                                                   DUALITY 

Dual Problems: 

It is convenient to start our discussion of duality using the symmetric form of linear programs in 

matrix form, which we shall call the primal problem  for reasons that will become clear shortly: 

(P)      minimize          z   =     cx 

         subject to                 Ax   b 

         and                          x  0 

Associated with (P) is its dual, (D), given by: 

(D)      maximize          w   =    yb 

         subject to                 yA   c 

         and                        y   0.