Linear Algebra and Its Applications · Problem 8.3.2

Linear Programming and Game Theory — Gilbert Strang

Mathematics · linear-programming-duality

Problem

What is the dual of the following problem: Maximize

y_2

subject to

y_1 \geq 0

y_2 \geq 0

y_1 + y_2 \leq 3

? Solve both this problem and its dual.