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It's not the most accessible, but it's pretty interesting. Turning a problem into its dual has always been a bit of a dark art to me, but this article makes the benefits of doing so reasonably clear.



I really recommend Tim Roughgarden's notes for understanding duality!

* L7 (Intro): http://timroughgarden.org/w16/l/l7.pdf

* L8 (Duality I): http://timroughgarden.org/w16/l/l8.pdf

* L9 (Duality II: http://timroughgarden.org/w16/l/l9.pdf


Turning a problem into a dual version is mostly a mechanical thing—you can immediately write it down in the case of LPs, for example[0], and many other convex cases [1].

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[0] https://en.m.wikipedia.org/wiki/Dual_linear_program

[1] http://www.seas.ucla.edu/~vandenbe/236C/lectures/conj.pdf slide 23 on down.


The procedure is mechanical, but understanding why it works is quite a bit harder.


Oh sure, I agree with that. For more context, I highly recommend chapter 5 in B&V.[0]

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[0] http://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf#page229




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