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LP Duality 9/15/00 Page 1

This hypercard stack prepared by:


Dennis Bricker
Dept of I.E., U. of Iowa
dennis-bricker@uiowa.edu
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Note the following characteristics:


• the primal LP is mxn, i.e., m constraints (not including
nonnegativity) and n variables
• the dual LP is nxm, i.e., n constraints (not including
nonnegativity) and m variables
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Note the following characteristics:


• for every variable in the primal problem, there is a
corresponding inequality constraint in the dual problem
• for every inequality constraint (not including
nonnegativity), there is a corresponding dual variable
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Note the following characteristics:


• the right-hand-side vector (b) of the primal problem
serves as the objective function coefficient vector of the
dual problem.
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Proof
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Proof
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Q.E.D.
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Proof
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Proof
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Proof
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Q.E.D.

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