Strong duality

Strong duality is a concept in optimization such that the primal and dual solutions are equivalent. This is as opposed to weak duality (the primal problem has optimal value greater than the dual problem, in other words the duality gap is positive).

Characterizations

Strong duality holds if and only if the duality gap is equal to 0.

Sufficient conditions

See also

References

  1. Borwein, Jonathan; Lewis, Adrian (2006). Convex Analysis and Nonlinear Optimization: Theory and Examples (2 ed.). Springer. ISBN 978-0-387-29570-1.
  2. Boyd, Stephen; Vandenberghe, Lieven (2004). Convex Optimization (pdf). Cambridge University Press. ISBN 978-0-521-83378-3. Retrieved October 3, 2011.
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