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Duality And The Dual Simplex Algorithm

In: Linear and Nonlinear Optimization

Author

Listed:
  • Richard W. Cottle

    (Stanford University)

  • Mukund N. Thapa

    (Optical Fusion, Inc.)

Abstract

In this chapter we present what is probably the most important theoretical aspect of linear programming: duality. This beautiful topic has more than theoretical charms. Indeed, it gives valuable insights into computational matters and economic interpretations such as the value of resources at an optimal solution.

Suggested Citation

  • Richard W. Cottle & Mukund N. Thapa, 2017. "Duality And The Dual Simplex Algorithm," International Series in Operations Research & Management Science, in: Linear and Nonlinear Optimization, chapter 0, pages 117-138, Springer.
  • Handle: RePEc:spr:isochp:978-1-4939-7055-1_5
    DOI: 10.1007/978-1-4939-7055-1_5
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