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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]
The max-flow min-cut theorem is a special case of the strong duality theorem: flow-maximization is the primal LP, and cut-minimization is the dual LP. See Max-flow min-cut theorem#Linear program formulation. Other graph-related theorems can be proved using the strong duality theorem, in particular, Konig's theorem. [9]
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.
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).
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.
A function that is not lower semi-continuous.By the Fenchel-Moreau theorem, this function is not equal to its biconjugate.. In convex analysis, the Fenchel–Moreau theorem (named after Werner Fenchel and Jean Jacques Moreau) or Fenchel biconjugation theorem (or just biconjugation theorem) is a theorem which gives necessary and sufficient conditions for a function to be equal to its biconjugate.
In mathematics and mathematical optimization, the convex conjugate of a function is a generalization of the Legendre transformation which applies to non-convex functions. It is also known as Legendre–Fenchel transformation, Fenchel transformation, or Fenchel conjugate (after Adrien-Marie Legendre and Werner Fenchel).
A set C (blue) and its dual cone C * (red).. A duality in geometry is provided by the dual cone construction. Given a set of points in the plane (or more generally points in ), the dual cone is defined as the set consisting of those points (,) satisfying + for all points (,) in , as illustrated in the diagram.
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