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Proof of `Complementary slackness`

groundedproofs/Lax109476Proofs/Optimization.lean · lax-109476

What this proof establishes

no assumptions

Assuming the claims on the left, the claim on the right holds — checked by the archive's pipeline. Proof code is not displayed here.

Read the Lean proof on GitHub

Description

The duality gap equals the sum of the nonnegative row and column complementarity products. A finite sum of nonnegative real numbers vanishes exactly when all its terms vanish.