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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 basic idea is to convert a constrained problem into a form such that the derivative test of an unconstrained problem can still be applied. The relationship between the gradient of the function and gradients of the constraints rather naturally leads to a reformulation of the original problem, known as the Lagrangian function or Lagrangian. [2]
Lagrangian (field theory), a formalism in classical field theory; Lagrangian point, a position in an orbital configuration of two large bodies; Lagrangian coordinates, a way of describing the motions of particles of a solid or fluid in continuum mechanics; Lagrangian coherent structure, distinguished surfaces of trajectories in a dynamical system
Augmented Lagrangian methods are a certain class of algorithms for solving constrained optimization problems. They have similarities to penalty methods in that they replace a constrained optimization problem by a series of unconstrained problems and add a penalty term to the objective, but the augmented Lagrangian method adds yet another term designed to mimic a Lagrange multiplier.
In the field of mathematical optimization, Lagrangian relaxation is a relaxation method which approximates a difficult problem of constrained optimization by a simpler problem. A solution to the relaxed problem is an approximate solution to the original problem, and provides useful information.
Under certain conditions (called "constraint qualification"), if a problem is polynomial-time solvable, then it has strong duality (in the sense of Lagrangian duality). It is an open question whether the opposite direction also holds, that is, if strong duality implies polynomial-time solvability. [3]
In field theory, the independent variable is replaced by an event in spacetime (x, y, z, t), or more generally still by a point s on a Riemannian manifold.The dependent variables are replaced by the value of a field at that point in spacetime (,,,) so that the equations of motion are obtained by means of an action principle, written as: =, where the action, , is a functional of the dependent ...
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.