ABSTRACT
This chapter presents the duality theorem of linear programming and introduces the concept of complementary slackness. It presents the Kuhn-Tucker conditions for a symmetric primal Linear Programming. The chapter discusses the duality theorem of linear programming is an expanded statement of the second fundamental fact about standard primal-dual pairs. Suppose that we have a standard or symmetric primal-dual pair. If either the primal is unbounded below or the dual is unbounded above, the other has no feasible solution. Consequently, if the primal has a finite optimal solution, so does the dual, and the values are equal. If either is unbounded in the indicated fashion, the first fundamental fact asserts that the other can have no feasible solution to block the values of the unbounded objective function.
