Mathematics, Optimization, Data Science, Machine Learning, Duality.
Proof summary To summarize the proof of the intermediate statement: 1. First, we start by negating the very statement we’re trying to prove. In other words, if y* is the optimal solution for the dual form, then there does not exist an x* in the primal form such that cᵀx* = bᵀy*. 2. Then, we modify