Deriving the dual linear program.

Question

The last optimization subject I took was so long ago, so I just grabbed a guide online to derive and verify the following claim from a lecture note

This is the guide: http://pierrepinson.com/31761/Literature/lahaie2008-lpprimer.pdf

I followed the steps but all I got is this:

The dual would be:

$\underset{\lambda, \mu \geq 0}{\text{max }} -\lambda^Td + \mu^Tb \\ \mu^TA - \lambda^TD = c^T$

which is not quite the form in the note. I'm not sure if I got it right.

Answer 1

The claim in the lecture note is correct. Arthur Benjamin's S-O-B method is useful for obtaining the dual LP.