Abstract
For every linear programming problem we have a “dual” linear programming problem. Whereas in the original or primal linear program the variables are associated with the columns of the constraint matrix, in the dual linear program the variables are associated with the rows of the constraint matrix. To bring out the symmetry of the construction of a primal-dual pair of linear programs we consider first the general case.
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Padberg, M. (1999). Primal-Dual Pairs. In: Linear Optimization and Extensions. Algorithms and Combinatorics, vol 12. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-12273-0_6
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DOI: https://doi.org/10.1007/978-3-662-12273-0_6
Publisher Name: Springer, Berlin, Heidelberg
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