4.1 DEFINITION OF THE DUAL PROBLEM
The dual problem is an LP defined directly and systematically from the primal (or original) LP model. The two problems are so closely related that the optimal solution of
one problem automatically provides the optimal solution to the other.
In most LP treatments, the dual is defined for various forms of the primal depending
on the sense of optimization (maximization or minimization), types of constraints (:5, ~, or =), and orientation of the variables (nonnegative or unrestricted).
This typeof treatment is somewhat confusing, and for this reason we offer a single definition thatautomatically subsumes all forms of the primal.
Our definition of the dual problem requires expressing the primal problem in
the equation form presented in Section 3.1 (all the constraints are equations with
nonnegative right-hand side and all the variables are nonnegative). This requirement
is consistent with the format of the simplex starting tableau. Hence, any results
obtained from the primal optimal solution will apply directly to the associated dual
problem.