Operations Research (UGA)

Duality

Write the dual of a linear program

Calculate the units of the dual variables

Give an economical interpretation of the dual program and of the optimal values of the dual variables

Know the weak duality theorem and its application to make a proof of optimality

Know the strong duality theorem and understand its interest

Apply the complementary slackness property to find the values of the dual variables

Describe an optimality proof for a given basis

Skills sensitivity analysis

Understand the relation between the dual variable and the shadow price 

Understand why the value of the dual variable does not change when the second member of the constraint is changed in the primal as long as the basis remains the same 

Understand the meaning of the complementary slackness property on the example 

Be able to calculate the validity bounds of the value of a dual variable