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Duality

Course video 15 of 56

Linear programming is a very powerful algorithmic tool. Essentially, a linear programming problem asks you to optimize a linear function of real variables constrained by some system of linear inequalities. This is an extremely versatile framework that immediately generalizes flow problems, but can also be used to discuss a wide variety of other problems from optimizing production procedures to finding the cheapest way to attain a healthy diet. Surprisingly, this very general framework admits efficient algorithms. In this unit, we will discuss some of the importance of linear programming problems along with some of the tools used to solve them.

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