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DualLinearProgramming is referenced in this tutorial

tutorial/ConstrainedOptimizationLinearProgramming

It exists in Mathematica 12, but lacks documentation.

I guess that it has been superseded by LinearOptimization.

Is there any information available about what it does, and how the same might be achieved with LinearOptimization?

UPDATE

It still exists in V13.1. ? returns a link (https://reference.wolfram.com/language/ref/DualLinearProgramming.html), but this leads to "Document not found".

It is no longer mentioned in the tutorial linked above.

mikado
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1 Answers1

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If I correctly understand it, the documentation says in "Finding Dual Variables" section

The dual maximizer can be obtained from LinearOptimization using the "DualMaximizer" solution property

and gives an example

primal = LinearOptimization[ 3 x + 4 y, {x + 2 y >= 5, 1 <= x <= 4, 1 <= y <= 4}, {x, y}, {"PrimalMinimizerRules", "DualMaximizer"}]

{{x -> 1, y -> 2}, {{2, 1, 0, 0, 0}, {}}}

, where {2, 1, 0, 0, 0} are the optimal values of the dual variables. All that works in 13.1 on Windows 10.

user64494
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