Mathematics, Optimization, Data Science, Machine Learning, Duality.
pick the point [x₁, x₂] = [2/7, 3/7] in the primal feasible region. The primal objective value at that point is x₁ + x₂ = 2/7 + 3/7 = 5/7. Then, we pick the point [y₁, y₂] = [1/7, 3/7] in the dual feasible region. The dual objective value at that point is 2y₁ + y₂ = 2×1/7 + 3/7 = 5/7. Since the