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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 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).
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.
Duality of polytopes and order-theoretic duality are both involutions: the dual polytope of the dual polytope of any polytope is the original polytope, and reversing all order-relations twice returns to the original order. Choosing a different center of polarity leads to geometrically different dual polytopes, but all have the same ...
The duality gap is the difference of the right and left hand side of the inequality (,) (,),where is the convex conjugate in both variables. [3] [4]For any choice of perturbation function F weak duality holds.
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.
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.