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词汇 Duality gap
分类 英语词汇 英语翻译词典
释义

Duality gap

英语百科

Duality gap

In optimization problems in applied mathematics, the duality gap is the difference between the primal and dual solutions. If d^* is the optimal dual value and p^* is the optimal primal value then the duality gap is equal to p^* - d^*. This value is always greater than or equal to 0 (for minimization problems). The duality gap is zero if and only if strong duality holds. Otherwise the gap is strictly positive and weak duality holds.

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