Duality Theory

In accordance with the duality theory of mathematical programming every mathematical programming problem has an associated dual problem. The relationship between these two problems is very useful when investigating properties of optimal solutions of both problems. Principles of duality appear in various branches of mathematics, physics and statistics. These principles are valid in linear-fractional programming too — for any LFP problem (primal problem) we can formulate (construct) some other problem (dual problem), which is very closely connected with the original problem. These connections between primal and dual problems turn out to be of great practical use. Also, duality in LFP admits an elegant and useful economic interpretation.