Loading [MathJax]/jax/output/HTML-CSS/jax.js

MathJax

Friday, September 25, 2015

Slater's condition

If the primal problem is convex i.e. of the form
minimizef0(x)subject tofi(x)0,i=1,,m,Ax=b with f0,,fm convex, and if there exists a point that is strictly feasible, or more precisely an xrelint D such that
fi(x)<0,i=1,,m,Ax=b.
Strong duality holds if the above condition is met.
Also, the dual optimum is attained d>

No comments: