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Duality and Sensitivity in LP Analysis by Ashfan Ahamed Puzhakkal is a document available to read on EtoBox.

What is Duality and Sensitivity in LP Analysis about?

The document discusses duality and sensitivity analysis in linear programming problems. It begins by presenting a sample primal linear program with two constraints and two variables. It then describes how to derive the dual linear program by multiplying and adding the primal constraints in different ways to obtain upper bounds on the optimal objective value. The document shows that the dual problem minimizes this upper bound. It then generalizes this process and describes how to write the dual problem for a

Author

Ashfan Ahamed Puzhakkal

Language

EN