I am sitting with a problem, which has been confusing me.
I have a primal problem, then I find the dual one.
Afterwards I am asked to find the optimal solution of the Dual problem and then show that it is the optimal solution. I have not been able to find the theory to support this problem , could someone provide me information about the technique to solve this kind of problem?
If the primal objective value is finite, then it is equal to the dual objective value, that is the duality gap is zero in linear programming.