@@ -1731,6 +1731,10 @@ The dual solution $(u,v)$ of $W_D$ can be interpreted as equilibrium utilities o
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1731 | 1731 | |
1732 | 1732 | {cite}`boerma2023composite` propose an efficient method to compute the dual variables from the optimal matching (primal solution) in the case of composite sorting. |
1733 | 1733 | |
| 1734 | +Their approach relies on *Complementary Slackness*: given a primal solution $\mu$, $(\phi , \psi) $ is a dual solution if and only if for all $x \in X$ and $y \in Y$ |
| 1735 | +* $\phi_x + \psi_y \leq c_{xy}$ (dual feasibility), |
| 1736 | +* $\phi_x + \psi_y = c_{xy}$ if $\mu_{xy}>0$ (complementary slackness). |
| 1737 | + |
1734 | 1738 | Let's generate an instance and compute the optimal matching. |
1735 | 1739 | |
1736 | 1740 | ```{code-cell} ipython3 |
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