Optimization, Linear Programming, Convex Optimization, Duality, Towards Data Science.
feasibility condition to guarantee the feasibility in dual problem. It is not difficult to find out that condition (3) in problem (II) is a special case of (8), with With λ and v respectively represent the Lagrangian multipliers for Ax ≥ b and x ≥ 0, we have The first part of condition (8) is also