Proof of strong duality: Slater's theorem
ฝัง
- เผยแพร่เมื่อ 20 ก.ย. 2024
- In this video, I discuss the criteria for ensuring primal optimal value is equal to dual optimal value. The criteria is provided by Slater's theorem which states that if both sets are non-empty and one of the sets contains a feasible point interior to the set then the primal optimal value is equal to the dual optimal value. I discuss this in great detail. The proof provided follows that given in lecture notes by John Watrous.
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