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Strong duality in linear programs

Strong duality in linear programs

Jun 05, 20261 min read

If a Linear program is feasible and bounded, then Strong Duality holds.

Proof

Example sheet 1, problem 4

Corollary

The dual of a dual of a Linear program is the original program itself


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Backlinks

  • Dual problem in linear programs
  • Optimality condition in Linear Programming

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