LP&CO 2026 Lecture-23: Strong Duality and its proof for SEF LPs (assuming Simplex terminates)
Nishad-Kothari-IIT-Madras · 67:40
The lecture proves strong duality for LPs in standard equality form (max cᵀx s.t. Ax=b, x≥0), assuming simplex terminates (Theorem 2.7) and using Proposition 2.4's formula for the dual vector ȳ = (B⁻¹)ᵀcB. If the prim...