2.2. Duality
Associated with every LP problem, there is another dual LP problem, which involves a different set of variables
and constraints but shares the same optimum results. The original LP problem referred as the primal one
can be converted into its corresponding dual problem. The principal ideas and results have origins in the work
of John von Neumann [13]. Based on the dual theorem, the primal and dual problems have equal optimum
objective function values (if the problem has optimum solutions). For example as follows, if the primal is a
LP problem searching for maximum solution with n variables and m constraints, then the dual problem will
be another LP problem searching for minimum solution with m variables and n constraints [8]. Consider the
primal problem: