History
According to George Dantzig, the duality theorem for linear optimization was conjectured by John von Neumann, immediately after Dantzig presented the linear programming problem. Von Neumann noted that he was using information from his game theory, and conjectured that two person zero sum matrix game was equivalent to linear programming. Rigorous proofs were first published in 1948 by Albert W. Tucker and his group. (Dantzig's foreword to Nering and Tucker, 1993)
Read more about this topic: Duality (optimization)
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