Lecture

Linear Programming Duality

In course

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Description

This lecture covers the concept of Linear Programming (LP) Duality, exploring the relationship between primal and dual linear programs. It discusses the weak duality theorem, complementary slackness, and strong duality theorem. The instructor explains the interpretation of Lagrange multipliers, optimal solutions, and the relationship between primal and dual values. Examples and generic dual maps are used to illustrate the concepts, emphasizing the optimization process and feasibility constraints. The lecture concludes with insights on polyhedrons and basis feasible solutions.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_vnbzv17u

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Ontological neighbourhood

Theoretical computer science

Algorithms and data structures: Combinatorial optimization

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