Unit 3: Duality

Week 40: Intro Class 5

Contents:

• Derivation:
  • Bounding approach
  • Multipliers approach
• Duality Recipe
• Theory:
  • Weak duality theorem
  • Strong duality theorem
• Complementary slackness theorems (Slides from lec 5)
• Economic interpretation of the dual

Resources:

• Slides: [PDF]
• LN pp 36-52: [PDF]
• Reading about duality derivation: [F sec 5.1-5.5]
• Reading about the bounding approach and multipliers: [MG sc 6.1-6.3]; [HL sc 6.1-6.4]

Week 40: Exercise Class 4

• Sheet 4: [PDF];

Week 41: Intro Class 6

Contents:

• Derivation:
  • Lagrangian Relaxation approach
• Applications:
  • Dual Simplex

Resources:

• Slides

• LN pp 52-56: [PDF]
• Reading about dual simplex: [F sec 5.6-5.8]; [Va sc 7.1]; [CL ch 2]

Week 41: Exercise Class 5

• Sheet 5