Algorithms, Optimization, Python, Linear Programming, Operations Research.
solution, and if x* is an optimal solution of (P) and y* is an optimal solution of (D), then cᵀx* = bᵀy* That is, the maximum of (P) equals the minimum of (D). And we can see this by running the Simplex Algorithm for the primal linear program and Dual Simplex Algorithm for dual to primal one. Next