Strong duality states that if the Primal has an optimal solution then the Dual has an optimal solution. Is the converse of this statement true? To me it would seem intuitive that it is, but I just wanted to double check.
2026-03-25 12:37:15.1774442235
Strong Duality: If Dual is optimal then primal is optimal
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The dual of the dual is the primal. Therefore, if the dual has a finite optimal solution, strong duality tells us that the dual of the dual (hence the primal) also has a finite optimal solution, and the two are equal.