Optimization

LP Duality

[optimization]

Estimating LP bounds Given an optimization problem $$ \begin{align} \max_{f, s} &\quad 12f + 9s \ \st &\quad 4f + 2s \leq 4800 \ &\quad f + s \leq 1750 \ &\quad 0 \leq f \leq 1000 \ &\quad 0 \leq s \leq 1500 \ \end{align} $$ Suppose the maximum profit is $p^\star$. How can we bound $p^\star$? The lower bound of $p^\star$ can be found by picking any feasible point (since maximization).