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Duality in Optimization: A Visual Tutorial

Year: 2026
Type: preprint
Abstract: Lagrangian duality is fundamental to optimization, from the development of solver techniques to the interpretation of solutions; yet its geometric intuition can be difficult to grasp through mathematical derivation alone. This tutorial explains duality and its implications in a highly visual way for a broad audience of students and practitioners. It develops the motivation for the Lagrangian, the two-player game interpretation, and the connection to Fenchel duality. Throughout, it emphasizes the geometric meaning of the solution from both the primal and dual
Open Access status: green
OpenAlex ID: W7214050218
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