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.

单词	Duality gap
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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