2. Duality

By Changho Suh, KAIST, South Korea, chsuh@kaist.ac.kr

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Published: 17 Oct 2022

© 2022 Changho Suh


In this section, we are going to cover four stuffs. Strong duality is based on the concepts of primal and dual problems. So we will first study what the primal and dual problems are. We will then study what it means by strong duality. Next, we will figure out the KKT conditions and the intimate connection with strong duality. Finally we will understand why they give insights into the design of algorithms. In the next section, we will study an algorithm inspired by them.