Questions tagged [duality]

For questions on duals of (primal) mathematical programs that optimize the complementary bound. When minimizing, for example, primal solutions are upper bounds, and dual solutions lower bounds on the optimal value.

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9
votes
2answers
139 views

Correct way to get a dual extreme ray for an infeasible LP in CPLEX / C++

We are coding a Benders decomposition using CPLEX/Concert (C++) and we are having some troubles to generate a feasibility cut because we are not sure how to get an extreme ray of the dual for a primal ...
11
votes
3answers
76 views

How to take the dual of a conic optimization problem?

Given a conic problem $$\min \{c^Tx | Ax \succeq_\mathit{C} b\}$$ for an arbitrary cone $\mathit{C}$, how can I construct the dual to the problem? Moreover, in Linear Programming one constructs the ...
18
votes
4answers
168 views

How can I remember the rules for taking the dual of a linear program (LP)?

When taking the dual of a linear program (LP), is there a trick/easy way to remember the rules for the directions of the inequalities, signs of the variables, etc.? A trick with a catchy name, perhaps?...