Dual Linear Programs

Abstract

In this chapter we show that it is possible to associate to any linear program another linear program (which we call “dual”). Using different types of arguments we prove how close the relationship is between a linear program and its dual. In fact, these two programs must be considered as two facets of the same problem rather than as two different problems. And we will see in subsequent chapters that when one solves a linear program, its dual is solved at the same time. Thus the concept of duality is very central to linear programming and this is why it is introduced so early in the book.