Tags » Convexity

Strong Duality and Slater's Theorem

I left off a few days ago with my explanation of Weak Duality. Today, I will continue with the discussion of strong duality, which states… 1,092 more words


Lagrangian Dual Problem and Weak Duality

Lagrangian Dual Problem

I left off in my last post on the Lagrangian dual with the observation that we can turn the Lagrangian dual into the dual we are used to seeing as the dual LP, via a simple transformation. 680 more words