The Dual Simplex Method offers an alternative when solving Linear Programming (LP) models with algorithms. This method may be used in particular when the standard way to carry a linear programming model is not available from an initial basic feasible solution. Consider the following LP problem to illustrate the application of the Dual Simplex Method: […]
The dual model of a Linear Programming problem consists of an alternative modeling instance that allows us to recover the information of the original problem commonly known as primal model. Therefore it is sufficient to solve one of them (primal or dual) to obtain the optimal solution and the optimal value of the equivalent problem […]
One of the major theorems in the theory of duality in Linear Programming is the Complementary Slackness Theorem. This theorem allows us to find the optimal solution of the dual problem when we know the optimal solution of the primal problem (and vice versa) by solving a system of equations formed by the decision variables […]