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By definition, strong duality holds if and only if the duality gap is equal to 0. This is opposed to weak duality (the primal problem has optimal value smaller than or equal to the dual problem, in other words the duality gap is greater than or equal to zero).
So, in short: weak duality states that any solution feasible for the dual problem is an upper bound to the solution of the primal problem. Weak duality is in contrast to strong duality, which states that the primal optimal objective and the dual optimal objective are equal. Strong duality only holds in certain cases. [2]
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 theoretical physics, S-duality (short for strong–weak duality, or Sen duality) is an equivalence of two physical theories, which may be either quantum field theories or string theories. S-duality is useful for doing calculations in theoretical physics because it relates a theory in which calculations are difficult to a theory in which they ...
This alternative "duality gap" quantifies the discrepancy between the value of a current feasible but suboptimal iterate for the primal problem and the value of the dual problem; the value of the dual problem is, under regularity conditions, equal to the value of the convex relaxation of the primal problem: The convex relaxation is the problem ...
Montonen–Olive duality or electric–magnetic duality is the oldest known example of strong–weak duality [note 1] or S-duality according to current terminology. [note 2] It generalizes the electro-magnetic symmetry of Maxwell's equations by stating that magnetic monopoles, which are usually viewed as emergent quasiparticles that are "composite" (i.e. they are solitons or topological ...
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).