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Duality theory

General · Mathematics

Study notes

Q: Write the dual of: max 3x+2y s.t. x+2y ≤ 6, 2x+y ≤ 6, x,y ≥ 0. Primal max, ≤ constraints: dual min, ≥ constraints. Dual: min 6u+6v s.t. u+2v ≥ 3, 2u+v ≥ 2, u,v ≥ 0. Primal optimal: (2,2), z = 10. Dual: u = v = 1: 6+6 = 12? Try u=v=2/3: 8... solve: u+2v=3, 2u+v=2: u=1/3, v=4/3: 6(1/3+4/3) = 10 ✓! Strong duality: 10 = 10!

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