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Duality Theory and Optimality Conditions

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Part of the International Series in Operations Research & Management Science book series (ISOR, volume 1)

Abstract

A fundamental problem in optimization is the characterization of the solution of the optimization problem. In linear programming theory, this is achieved by Duality theory. This theory establishes a relationship between optimal solutions of two closely related linear programs, called the pair of dual linear programs. We now introduce this theory.

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Copyright information

© Springer Science+Business Media New York 1995

Authors and Affiliations

  1. 1.Department of Industrial and Operations EngineeringThe University of MichiganAnn ArborUSA

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