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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.
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.
Farkas' lemma is the key result underpinning the linear programming duality and has played a central role in the development of mathematical optimization (alternatively, mathematical programming). It is used amongst other things in the proof of the Karush–Kuhn–Tucker theorem in nonlinear programming. [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.
For example, Desargues' theorem is self-dual in this sense under the standard duality in projective geometry. In mathematical contexts, duality has numerous meanings. [1] It has been described as "a very pervasive and important concept in (modern) mathematics" [2] and "an important general theme that has manifestations in almost every area of ...
The vertex-connectivity statement of Menger's theorem is as follows: . Let G be a finite undirected graph and x and y two nonadjacent vertices. Then the size of the minimum vertex cut for x and y (the minimum number of vertices, distinct from x and y, whose removal disconnects x and y) is equal to the maximum number of pairwise internally disjoint paths from x to y.
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 projective geometry, duality or plane duality is a formalization of the striking symmetry of the roles played by points and lines in the definitions and theorems of projective planes. There are two approaches to the subject of duality, one through language ( § Principle of duality ) and the other a more functional approach through special ...