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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.
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.
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 idea of mathematical duality was first noticed as projective duality. There it appears as the idea of interchanging dimension k and codimension k+1 in propositions of projective geometry. A large number of duality theories have now been created in mathematics, ranging as far as optimization theory and theoretical physics.
Weak duality — dual solution gives a bound on the primal solution; Strong duality — primal and dual solutions are equivalent; Shadow price; Dual cone and polar cone; Duality gap — difference between primal and dual solution; Fenchel's duality theorem — relates minimization problems with maximization problems of convex conjugates
In propositional logic and Boolean algebra, there is a duality between conjunction and disjunction, [1] [2] [3] also called the duality principle. [4] [5] [6] It is the most widely known example of duality in logic. [1] The duality consists in these metalogical theorems:
Farkas's lemma can be varied to many further theorems of alternative by simple modifications, [5] such as Gordan's theorem: Either < has a solution x, or = has a nonzero solution y with y ≥ 0. Common applications of Farkas' lemma include proving the strong duality theorem associated with linear programming and the Karush–Kuhn–Tucker ...
A duality that respects the orderings in question is known as a Galois connection. An example is the standard duality in Galois theory mentioned in the introduction: a bigger field extension corresponds—under the mapping that assigns to any extension L ⊃ K (inside some fixed bigger field Ω) the Galois group Gal (Ω / L) —to a smaller ...