Linear programming | Convex optimization

Duality (optimization)

In mathematical optimization theory, duality or the duality principle is the principle that optimization problems may be viewed from either of two perspectives, the primal problem or the dual problem. If the primal is a minimization problem then the dual is a maximization problem (and vice versa). Any feasible solution to the primal (minimization) problem is at least as large as any feasible solution to the dual (maximization) problem. Therefore, the solution to the primal is an upper bound to the solution of the dual, and the solution of the dual is a lower bound to the solution of the primal. This fact is called weak duality. In general, the optimal values of the primal and dual problems need not be equal. Their difference is called the duality gap. For convex optimization problems, the duality gap is zero under a constraint qualification condition. This fact is called strong duality. (Wikipedia).

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From playlist Convex Optimization

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From playlist Solve Multi-Step Equations......Help!

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From playlist How to Solve Multi Step Equations with Variables on Both Sides

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In this video, I present a very classical example of a duality argument: Namely, I show that T^T is one-to-one if and only if T is onto and use that to show that T is one-to-one if and only if T^T is onto. This illustrates the beautiful interplay between a vector space and its dual space,

From playlist Dual Spaces

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Here we use optimization with constraints put on a function whose minima or maxima we are seeking. This has practical value as can be seen by the examples used.

From playlist Advanced Calculus / Multivariable Calculus

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Duality in Higher Categories-I by Pranav Pandit

PROGRAM DUALITIES IN TOPOLOGY AND ALGEBRA (ONLINE) ORGANIZERS: Samik Basu (ISI Kolkata, India), Anita Naolekar (ISI Bangalore, India) and Rekha Santhanam (IIT Mumbai, India) DATE & TIME: 01 February 2021 to 13 February 2021 VENUE: Online Duality phenomena are ubiquitous in mathematics

From playlist Dualities in Topology and Algebra (Online)

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Duality in Algebraic Geometry by Suresh Nayak

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From playlist Dualities in Topology and Algebra (Online)

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From playlist HIM Lectures 2015

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From playlist Advanced Calculus / Multivariable Calculus

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From playlist Optimization

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Professor Stephen Boyd, of the Stanford University Electrical Engineering department, continues his lecture upon duality for the course, Convex Optimization I (EE 364A). Convex Optimization I concentrates on recognizing and solving convex optimization problems that arise in engineering.

From playlist Lecture Collection | Convex Optimization

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From playlist Lecture Collection | Convex Optimization

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From playlist Summer of Math Exposition 2 videos

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From playlist MIT 18.086 Mathematical Methods for Engineers II, Spring '06

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Related pages

Weak duality | Karush–Kuhn–Tucker conditions | Slater's condition | Linear subspace | Relaxation (approximation) | Convex hull | Mathematical optimization | Fenchel's duality theorem | Nonlinear programming | Strong duality | Perturbation function | Duality (mathematics) | Game theory | Lagrange multiplier | John von Neumann | Epigraph (mathematics) | Convex optimization | Characteristic function (convex analysis) | Duality gap | Convex conjugate | George Dantzig | Optimization problem | Constraint (mathematics) | Linear programming