Primal Problem

Maximize subject to n = n1Q1 + n2Q2 + n3Q3 fa"

Matrix notation is just a convenient means for writing large systems of equations. In going from matrix form back to equation form, one just multiplies each row element by each column element. For example, the left side of the first constraint equation is an X plus a12 X Q2 plus a13 X Q3 ,or a11Q1 + a12Q2 + a13Q3, and this sum must be less than or equal to r1.

Given the expression of the primal program in matrix notation, the four rules for transformation given previously can be used to convert from the primal to the dual. Following these rules, the dual is written as follows:

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