- #1
flyingpig
- 2,579
- 1
Homework Statement
Suppose we have a maximum LOP P
max [tex]z = c^t x[/tex]
s.t.
[tex]Ax \leq b[/tex]
[tex]x \geq 0[/tex]
and the dual to P is
min [tex]w = b^t y[/tex]
[tex]A^t y \geq c[/tex]
[tex]y \leq 0[/tex]
Then the bounds are
[tex]z = c^t x \leq y^t Ax \leq y^t b = b^t y = w[/tex]
question
Okay where the heck did [tex]y^t Ax[/tex] came from? And what property of matrix are they using for [tex] y^t b = b^t y [/tex]? Neither y or b are numbers, they are points? column vectors?