I'm reading a paper on optimal control, where they prove strong duality, however its form is puzzling to me.
Let $\pi$,$\delta$ be the optimal value of the primal/dual. The paper claims that weak duality implies
$-\delta \leq \pi$
Then goes on to show $-\delta = \pi$ and therefore strong duality holds.
I know it's vague, since you don't know the whole context, but has anyone seen something like this before?
Thanks!