\(\def\Real{\mathbb{R}}\)
Linear Programming: Guler, Chapter 6 and Matousek/Gaertner, Understanding and using linear programming.
Class notes (pretty incomplete, to be used just as a study guide), here and here.
Exercises

Dualize the linear program:
\[
\begin{array}{rl}
x_1\to\max& \mathrm{subject\ to}\\
x_1\leq &0\\
x_2\leq &1\\
x_2\geq &0\\
\end{array}
\]
Solve both primal and dual programs.  Give an example of LP such that neither primal nor dual problems are feasible.
No comments yet.