What do you mean by duality in optimization theory?
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Duality is the principal that optimisation problems may be viewed from either of two Dual problem. The difference is called the Duality gap
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In mathematical optimisation theory, duality of the duality principle is the principle that optimisation problem may be view from either of two perspectives, the primal problem all the dual problem. The solution to the dual problem provides a lower bond to the solution of the primal problem.
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