Mathematics, Optimization, Data Science, Machine Learning, Duality.
the condition Ax ≤ b, we add a non-negative vector s — a vector whose elements are all greater or equal to 0 — to Ax such that it is exactly equal to b. The vector s is commonly called a slack variable, as it picks up the “slack” a.k.a. the difference between Ax and b. 2. We multiply s by an