The Use of the Duality Principle to Solve Optimization Problems

Rowland Jerry Okechukwu Ekeocha, Chukwunedum Uzor, Clement Anetor


The duality principle provides that optimization problems may be viewed from either of two perspectives, the primal problem or the dual problem. The solution to the dual problem provides a lower bound to the solution of the primal (minimization) problem. However the optimal values of the primal and dual problems need not be equal. Their difference is called the duality gap. For convex optimization problems, the duality gap is zero under a constraint qualification condition.  In other words given any linear program, there is another related linear program called the dual. In this paper, an understanding of the dual linear program will be developed. This understanding will give important insights into the algorithm and solution of optimization problem in linear programming.  Thus the main concepts of duality will be explored by the solution of simple optimization problem.

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International Journal of Recent Contributions from Engineering, Science & IT (iJES) – eISSN: 2197-8581
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