A canonical form of duality of an Integer Linear Programming problem:
An easy relationship of mathematical symbols:
- objective function: MAX ↔ MIN
- constraint in primal/duality ↔ variables in duality/primal
≤ ↔ ≥
= ↔ unrestrained
Strong Duality Property: If the primal (dual) problem has a finite optimal solution, then so does the dual (primal) problem, and these two values are equal.
- If primal problem has a finite optimal solution, then dual problem has a finite optimal solution.
- If primal problem has an unbounded solution, then dual problem is infeasible.
- If primal problem is infeasible, then dual problem is either infeasible or has an unbounded solution.
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