24 February: Week 8 and 9

We have worked on Chapter 5, duality theory. Main results are weak and strong duality theorems. We have seen how this gives bounding procedures and optimality condition, in terms of complementary slack. We also studied the Negative Transpose property and how it implies that the optimal dual solution can be found directly from the optimal primal dictionary. We looked at exercises on this, and on how to find dual problems. Finally we studied briefly the dual simplex algorithm, and started on the matrix version of simplex algorithm; more on this next week.