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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



y1+2y2 ≥ 2.

Subjects: Mathematics.

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