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Strong duality is a condition in mathematical optimization in which the primal optimal objective and the dual optimal objective are equal. By definition, strong duality holds if and only if the duality gap is equal to 0.
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, 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.
In mathematical optimization theory, duality or the duality principle is the principle that optimization problems may be viewed from either of two perspectives, the primal problem or the dual problem. If the primal is a minimization problem then the dual is a maximization problem (and vice versa).
In mathematics, a duality 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.
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 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).
Theorem — (sufficiency) If there exists a solution to the primal problem, a solution (,) to the dual problem, such that together they satisfy the KKT conditions, then the problem pair has strong duality, and , (,) is a solution pair to the primal and dual problems.