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Category > Management Posted 30 Dec 2017 My Price 6.00

Complementary slackness

Complementary slackness

Complementary slackness describes a relationship between the values of primal variables and dual constraints and between the values of dual variables and primal constraints. Let be an optimal solution to a primal linear program given in (29.16)–(29.18), and let be the optimal solution to the dual linear program given in (29.86)–(29.88). Complementary slackness states that the following conditions are necessary and sufficient for and to be optimal:

a. Verify that complementary slackness holds for the linear program in lines (29.56)–

(29.60).

b. Prove that complementary slackness holds for any primal linear program and its corresponding dual.

c. Prove that a feasible solution to a primal linear program given in lines (29.16)– (29.18) is optimal if and only if there are values such that

1. is a feasible solution to the dual linear program given in (29.86)–(29.88),

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Maurice Tutor
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Status NEW Posted 30 Dec 2017 08:12 PM My Price 6.00

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