Duality on Linear Programming

The Dual Problem or Dual Model:

Each Linear Programming Model is associated with another Linear Programming Model called Dual Problem or Dual Model (DP or DM).

The dual model has important properties and remarkable relationships with respect to the original linear problem, which, to differentiate it, henceforth will be referred as Primal Problem or Primal Model (PP or PM).

The two problems are closely related in the sense that the optimal solution of one (if it exists) automatically provides the optimal solution to the other.


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