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Game Development Dictionary


Dual Linear Program


Every linear program has a corresponding linear program called the dual. It is maxy {b · y | ATy c and y 0 }. For any solution x to the original linear program and any solution y to the dual we have c · x (AT y)T x = yT(Ax) y · b. For optimal x and y, equality holds. For a problem formulated as an integer linear program, a solution to the dual of a relaxation of the program can serve as witness.


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