Lecture

Duality: Economic Interpretation

In course

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Description

This lecture covers the duality theorem in linear programming, explaining the primal and dual problems, strong duality, complementary slackness, and the economic interpretation of dual variables as prices. It also delves into stochastic programming and the Benders Decomposition Algorithm.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_8c2vbtnw

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Ontological neighbourhood

Theoretical computer science

Algorithms and data structures: Combinatorial optimization

Industrial and production engineering

Industrial processes: Machine tool

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