Mathematics, Optimization, Data Science, Machine Learning, Duality.
in the primal form, it must satisfy the primal constraints. In other words, there exists an x* such that cᵀx* = d*, Ax* ≤ b and x* ≥ 0. Summary of first 3 steps 4. Here, I will do something very strange: I’ll modify one condition for x* in step 3 such that cᵀx* = d* becomes cᵀx* ≥ d*. Although this