May 1, 2024
4 minute read
Duality is a fundamental concept in mathematics, particularly in linear optimization. It involves the relationship between two linear programs, known as the primal and the dual, where the optimal solution to one program provides valuable information about the optimal solution to the other.
Origins of Duality
The concept of duality was first introduced by the renowned mathematician John von Neumann in the 1940s while working on game theory. Von Neumann recognized the close connection between linear programming and the theory of games.
Duality theory has since become a powerful tool in various fields, including economics, finance, and engineering.
Primal and Dual Linear Programs
2m3xq2|
Find a path to becoming a Duality. Learn more at:
OpenCourser.com/topic/2m3xq2/dualit
Reading list
We've selected five books
that we think will supplement your
learning. Use these to
develop background knowledge, enrich your coursework, and gain a
deeper understanding of the topics covered in
Duality.
Provides a comprehensive and up-to-date treatment of duality in optimization, including both theoretical and practical aspects.
Provides an introduction to nonlinear optimization with duality theory, including both theoretical and practical aspects.
Provides an overview of duality theory in information theory, with a focus on its applications to coding theory and network information theory.
Provides an overview of duality theory in the theory of linear models, with a focus on its applications to statistical inference.
For more information about how these books relate to this course, visit:
OpenCourser.com/topic/2m3xq2/dualit