For an LP written as \begin{align} \min_{x\in \mathbb{R}^n} ~~~ &c^\top x \\ s.t. ~~& l^{s}\leq Ax \leq u^{s},\\ &l^{x}\leq x \leq u^{x} \end{align} how can we get its dual quickly?
In this case, can we convert one constraint in the primal to one variable in the dual and convert one variable to one constraint? Or do we have to add more variables in the dual for each constraint and variable with two bounds in the primal?



Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.