Questions tagged «duality»

1
线性规划的强对偶定理的简短证明
考虑线性程序 Primal:Ax⃗ ≤b⃗ maxc⃗ Tx⃗ Primal:Ax→≤b→maxc→Tx→\begin{array}{|ccc|} \hline Primal: & A\vec{x} \leq \vec{b} \hspace{.5cm} & \max \vec{c}^T\vec{x} \\ \hline \end{array} Dual:c⃗ ≤y⃗ TAminy⃗ Tb⃗ Dual:c→≤y→TAminy→Tb→\begin{array}{|ccc|} \hline Dual: & \vec{c} \leq \vec{y}^TA \hspace{.5cm} & \min \vec{y}^T\vec{b} \\ \hline \end{array} 弱对偶定理指出,如果x⃗ x→\vec{x}和y⃗ y→\vec{y}满足约束,则 c⃗ Tx⃗ ≤y⃗ Tb⃗ c→Tx→≤y→Tb→\vec{c}^T\vec{x} \leq \vec{y}^T\vec{b}。它具有使用线性代数的简短证明: c⃗ Tx⃗ ≤y⃗ …
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