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Duality Gap

Duality Gap

Dec 05, 20251 min read

  • math/optimization

Definition

p∗−d∗⇔f(x∗)−q(μ∗,λ∗)

The difference between the primal and dual solutions


Graph View

Backlinks

  • Convex Optimization Note
  • Duality
  • Strong Duality
  • Weak Duality

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