Duality:给目标函数证明上界 min100y1+30y2+60y3 2y1+y2≥5 y1+y3≥4 y1,y2,y3≥0. 5x1+4x2≤(2y1+y2)x1+(y1+y3)x2≤100y1+30y2+60y3 ·拉格朗日乘数法 弱对偶性(weak duality) 11Duality：给目标函数证明上界 min 100�E + 30�F + 60�G 2�E + �F ≥ 5 �E + �G ≥ 4 �E, �F, �G ≥ 0. 5�E + 4�F ≤ 2�E + �F �E + �E + �G �F ≤ 100�E + 30�F + 60�G • 拉格朗日乘数法 • 弱对偶性 (weak duality) 11