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Mathematics

Duality in Linear Programming: Primal and Dual Relationships

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For any linear program, there exists a paired 'dual' problem, and the famous Strong Duality Theorem guarantees that if both problems have feasible solutions, their optimal objective values are equal—even when the problems have completely different numbers of variables and constraints.

Why this is interesting

Every linear programming problem has a hidden twin that, when solved, can give you the answer to the original problem—and even more valuable information. What is this mysterious relationship?

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Duality in Linear Programming: Primal and Dual Relationships

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