Duality Gap Visualizer

Duality Gap Visualizer

Problem Setup

Primal Value:

75

Dual Value:

60

Convergence Steps:

5

Duality Gap

Gap: 15 (20%)

The duality gap represents the difference between the primal and dual solutions. In convex problems, this gap converges to zero at optimality.

Convergence Visualization

Explanation

The duality gap is the difference between the primal and dual objective values. In optimization:

• Primal problem: The original optimization problem
• Dual problem: A related problem that provides a bound on the primal
• Strong duality: When the optimal values are equal (gap = 0)
• Weak duality: When there's a positive gap between them

Adjust the sliders to see how the duality gap changes and how algorithms work to reduce this gap.