Mathematics, Optimization, Data Science, Machine Learning, Duality.
choosing an appropriate y — Aᵀy ≥ c and y ≥ 0— in order to create the upper bound bᵀy of the primal objective function cᵀx. In other words, the theorem is only true because we made it so. Proof of weak duality theorem In fact, the “proof” for weak duality theorem is exactly the same as our earlier