Theory of Linear and Integer Programming
Alexander Schrijver
Wiley, 1986, ISBN: 0471982326
Chapters 7 and 8, pages 85-111
The
two
chapters
provide
a
concise,
but
thorough,
background
for
linear
programming
duality
and
convex
polyhedra.
You
should
be
familiar
with
the
results
in
the
chapters.
The
details
of
the
proofs
will
not
be
used
in
the
course.