A importância da dualidade na programação linear

Abstract

Linear programming began at the beginning of the Second World War and has been used in various commercial and industrial segments as a tool for more effective resource decisions. Linear programming problems called PPL are used as models to transform what is considered a real problem into a mathematical form to be analyzed and solved, however, sometimes it is not so simple to solve the original (primal) problem by account of the countless variables and restrictions. Considering these factors, the theory of duality is a great tool to help solve the primal problem through a dual problem, minimizing the hard and long work that would be involved in solving a problem with several variables. The dual problem of a primal linear programming problem is also a linear programming problem. This work aims to show how duality is effective for linear programming problems, the simplex method will be the algorithm used to find the optimal solutions.