We must know, we will know !

万物并作,吾以观复

Lecture 21:Farkas' Lemma

In this blog, we will show the power of LP problem and duality in mathematics. In this series of blog, we focus on the method that how to solve LP problem. But a “good” math can interacts to other branches of math. We gonna show how LP can be a tool to prove Farkas’ Lemma, which is the base of Convex Optimization.

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Lecture 19:Duality--Dual Problem

In the end of the series of LP blogs, we will introduce a very important structure in LP problem, that is the dual problem. Dual problem can give us another view of a LP problem. There are a lot of applications of Duality in algorithm, like Max flow and Min Cut problem. Additionally, you can find more application of primal-dual techniques in my another blog series.

In this blog, we will first introduce what is dual problem, how to convert the primal problem to its dual problem.

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