Optimization, Linear Programming, Convex Optimization, Duality, Towards Data Science.
0 indicates that, at the optimal solution x, without loss of generality, either λᵢ = 0 or Aᵢx = bᵢ (i.e., the ith inequality constraint is binding). Naturally, vx = 0 can be interpreted in a similar way. Revisiting problem (I) For linear program, optimal solution (if exists) always resides on the