Strong Duality for QPPrimal ProblemConsider the QP
Dual problemLet us form the dual of this problem. The Lagrangian is the function The dual problem reads
We note that the dual feasible set has a particularly simple form, in contrast to that of the primal, which is a generic polytope. Strong Duality ResultWe can apply Slater’s theorem to this QP, and obtain that a sufficient condition for strong duality to hold is that the QP is strictly feasible, that is, there exist However, if |