Overview

duality


Show Summary Details

Quick Reference

A property of an optimization problem. Duality relates any linear maximization problem to an equivalent minimization problem. For example, with non-negative x-variables and y-variables, the maximum value for A, where

A = 3x1+6x2+2x3,

subject to

3x1+4x2+x3≤ 2,

x1+3x2+2x3≤ 1,

is equal to the minimum value of B, where

B = 2y1 + y2,

subject to

3y1+y2≥3,

4y1+3y2≥6,

y1+2y2 ≥ 2.

Subjects: Mathematics.


Reference entries

See all related reference entries in Oxford Index »


Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.