Linear Programming (LP) Duality, part 1: Introduction and Physical Interpretation
I introduce duality by an example, we take a look at weak and strong duality, go through a recipe for duality and conclude with a physical interpretation of duality:
00:00 Introduction to LP Duality
08:05 Weak Duality Theorem
10:53 Feasibility vs Optimality
15:15 Duality recipe
19:57 Physical Interpretation of LP Duality
Typos/corrections:
19:50 Typo: It should be -y1 + 3y2 ≥ 4 instead of -y1 + 3x2 ≥ 4. Thanks to @notanumber5821 for pointing this out!