Simple Example
Diet problem: minimize 2x + 3y subject to
Dual problem: maximize 4p subject to
Dual: the problem faced by a druggist who sells synthetic protein, trying to compete with peanut butter and steak
He wants to maximize the price p, subject to constraints:
- synthetic protein must not cost more than protein
- price must be non-negative or he won’t sell any
- revenue to druggist will be 4p
Solution: p<= 3/2 => objective function = 4p = 6
Not coincidence that it’s = minimal cost in original problem.