Optimization, Linear Programming, Convex Optimization, Duality, Towards Data Science.
convex, (7)-(9) become also the sufficient conditions. (7), similar to (1), is the primal feasibility condition. Let’s jump to condition (9) first, the complementary slackness condition for inequality constraints gᵢ(x) ≤ 0, corresponds to condition (3) in problem (II). Finally, (8) is the dual