Mathematics, Optimization, Data Science, Machine Learning, Duality.
non-negative. For a change, try x₁ = -3 and x₂ = -4, and you will see that the upper bound of the objective function — 1.25 x₁ + x₂ — becomes less than the objective function itself — x₁ + x₂. Formally, this is the same as multiplying x to both sides of the c ≤ Aᵀy inequality. Since every elements