Hey guys, I'm back with a proof of the Strong Duality Theorem. I understand everything BUT the following sentence:
Let "y sub 0" be a vector of size m x 1. Let the transpose of "y sub 0" be a candidate optimal solution for the dual problem of some primal.
Thus, the transpose of "y sub 0" = (C sub b)^T (B)^-1 where "C sub b" represents a m x 1 matrix consisting of the coefficients of the basic variables (for this dictionary) and where B is the submatrix of the matrix A consisting of the columns of A that correspond to a basic variable (i.e. if x sub 3 is a basic variable, then the third column of A is part of B).
This line, I do not get: transpose of "y sub 0" = (C sub b)^T (B)^-1. Like, where did it come from? My prof randomly says that the candidate solution equals this, but how does he know that?
Let "y sub 0" be a vector of size m x 1. Let the transpose of "y sub 0" be a candidate optimal solution for the dual problem of some primal.
Thus, the transpose of "y sub 0" = (C sub b)^T (B)^-1 where "C sub b" represents a m x 1 matrix consisting of the coefficients of the basic variables (for this dictionary) and where B is the submatrix of the matrix A consisting of the columns of A that correspond to a basic variable (i.e. if x sub 3 is a basic variable, then the third column of A is part of B).
This line, I do not get: transpose of "y sub 0" = (C sub b)^T (B)^-1. Like, where did it come from? My prof randomly says that the candidate solution equals this, but how does he know that?