Lecture 13: Duality in Linear Programming

MIT 18.200 Principles of Discrete Applied Mathematics, Spring 2024 Instructor: Peter Shor View the complete course: https://ocw.mit.edu/courses/18-200-principles-of-discrete-applied-mathematics-spring-2024 YouTube Playlist: https://www.youtube.com/playlist?list=PLUl4u3cNGP61p2fXeXjNCrfNHFwyW-bl0 We show how to take duals for arbitrary linear programs (not just ones in canonical form). We introduce the complementary slackness. Next, we give a physics-inspired proof of strong duality. Finally, we use strong duality to prove Koenig’s theorem. License: Creative Commons BY-NC-SA More information at https://ocw.mit.edu/terms More courses at https://ocw.mit.edu Support OCW at http://ow.ly/a1If50zVRlQ We encourage constructive comments and discussion on OCW’s YouTube and other social media channels. Personal attacks, hate speech, trolling, and inappropriate comments are not allowed and may be removed. More details at https://ocw.mit.edu/comments.