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In optimization problems in applied mathematics, the duality gap is the difference between the primal and dual solutions. If is the optimal dual value and is the optimal primal value then the duality gap is equal to . This value is always greater than or equal to 0 (for minimization problems).
The duality gap is zero if and only if strong duality holds. Otherwise the gap is strictly positive and weak duality holds. [5] In computational optimization, another "duality gap" is often reported, which is the difference in value between any dual solution and the value of a feasible but suboptimal iterate for the primal problem.
The strong duality theorem says that if one of the two problems has an optimal solution, so does the other one and that the bounds given by the weak duality theorem are tight, i.e.: max x c T x = min y b T y. The strong duality theorem is harder to prove; the proofs usually use the weak duality theorem as a sub-routine.
In mathematics, Slater's condition (or Slater condition) is a sufficient condition for strong duality to hold for a convex optimization problem, named after Morton L. Slater. [1] Informally, Slater's condition states that the feasible region must have an interior point (see technical details below).
In applied mathematics, weak duality is a concept in optimization which states that the duality gap is always greater than or equal to 0. This means that for any minimization problem, called the primal problem , the solution to the primal problem is always greater than or equal to the solution to the dual maximization problem .
A set C (blue) and its dual cone C * (red).. A duality in geometry is provided by the dual cone construction. Given a set of points in the plane (or more generally points in ), the dual cone is defined as the set consisting of those points (,) satisfying + for all points (,) in , as illustrated in the diagram.
In mathematics, a duality, generally speaking, translates concepts, theorems or mathematical structures into other concepts, theorems or structures, in a one-to-one fashion, often (but not always) by means of an involution operation: if the dual of A is B, then the dual of B is A.
Sufficiency: the solution pair , (,) satisfies the KKT conditions, thus is a Nash equilibrium, and therefore closes the duality gap. Necessity: any solution pair x ∗ , ( μ ∗ , λ ∗ ) {\displaystyle x^{*},(\mu ^{*},\lambda ^{*})} must close the duality gap, thus they must constitute a Nash equilibrium (since neither side could do any ...