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A comment on Solving a linear optimization problem on incentive allocation. Parent comment

Re:Solving a linear optimization problem on incentive alloca... by LolWolf on Wednesday October 23, 2019 @12:13PM (#21336071)
Turning a problem into a dual version is mostly a mechanical thing—you can immediately write it down in the case of LPs, for example[0], and many other convex cases [1].

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[0] https://en.m.wikipedia.org/wiki/Dual_linear_program

[1] http://www.seas.ucla.edu/~vandenbe/236C/lectures/conj.pdf slide 23 on down.

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Re:Solving a linear optimization problem on incentive alloca... by joker3 on Wednesday October 23, 2019 @12:45PM (#21336404)
The procedure is mechanical, but understanding why it works is quite a bit harder.
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Re:Solving a linear optimization problem on incentive alloca... by LolWolf on Wednesday October 23, 2019 @12:50PM (#21336462)
Oh sure, I agree with that. For more context, I highly recommend chapter 5 in B&V.[0]

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[0] http://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf#page229

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