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I am sitting with a problem, which has been confusing me.

I have a primal problem, then I find the dual one.

Afterwards I am asked to find the optimal solution of the Dual problem and then show that it is the optimal solution. I have not been able to find the theory to support this problem , could someone provide me information about the technique to solve this kind of problem?

Joe Hansen
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1 Answers1

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If the primal objective value is finite, then it is equal to the dual objective value, that is the duality gap is zero in linear programming.

Siong Thye Goh
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