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Duality & Post Optimal Analysis

This document discusses duality and post optimal analysis in optimization problems. It defines dual problems and their optimal solutions. It also discusses using primal-dual computations to find economic interpretations of dual variables and constraints. Finally, it mentions the dual simplex method and sensitivity or post optimal analysis.

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Abinash Gupta
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139 views42 pages

Duality & Post Optimal Analysis

This document discusses duality and post optimal analysis in optimization problems. It defines dual problems and their optimal solutions. It also discusses using primal-dual computations to find economic interpretations of dual variables and constraints. Finally, it mentions the dual simplex method and sensitivity or post optimal analysis.

Uploaded by

Abinash Gupta
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Duality & Post Optimal

Analysis

Adopted from Taha

Definition of dual problem

Optimal Dual Solution

Primal-Dual Computations

Economic Interpretation of Dual


Variables

Economic Interpretation of Dual


Constraints

Dual Simplex Method

Sensitivity or Post Optimal


Analysis

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