Linear programming: weak duality

Dependencies:

  1. Optimization: weak duality
  2. Dual of a linear program

The optimal objective value of a maximization linear program is at most the optimal objective value of its dual. This is a direct consequence of weak duality in general optimization programs is that weak duality also holds for linear programs.

Dependency for: None

Info:

Transitive dependencies:

  1. Optimization: Dual and Lagrangian
  2. Dual of a linear program
  3. Optimization: weak duality