ABSTRACT

The theory related to the relationship between a linear program and its dual is called duality theory, and has important consequences for optimization and is not only of theoretical, but of practical importance as well. This chapter will develop and explore the implications and economic interpretations of duality theory and its role in optimal algorithm design and sensitivity analysis. With the development of duality theory, a variant of the simplex method called the dual simplex method is developed which can enhance the computation of optimal solutions of linear programs that are modifications of an existing problem.