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Ladder

Duality — the ladder

2 distinct arguments against one idea, from the one that introduces it to the one that assumes the rest.
  1. Two polytopes, two optima, one number. The feasible regions of a linear program and of its dual, side by side, each with its optimal vertex, and a number line on which the gap between the two optima closes to nothing.

    Two numbers that have to meet

    Every linear program has a shadow — a second program built from the same numbers read the other way, whose minimum can never fall below the first's maximum. That much is a one-line calculation; the theorem is that the two numbers are always exactly equal.

    rung 1 · applied
  2. What one more unit of constraint 1 is worth. The optimum of a linear program plotted against one of its right-hand sides, as an exact piecewise linear graph, with the breakpoints marked and each piece's slope named as a dual variable.

    What a constraint is worth

    The rung below settled that a linear program and its dual reach the same number. This one asks what the dual's variables are, and the answer converts a solution into a rate for every constraint — piecewise constant, zero on the constraints that are not doing any work.

    rung 2 · applied

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