Strong Lagrangian property

ID: strong-lagrangian-property

For a finite constrained optimum value and optimization Lagrangian , the strong Lagrangian property means that some finite Lagrange multiplier attains the dual lower bound exactly: . It includes dual attainment, but need not include primal attainment. It is equivalent to a non-vertical supporting hyperplane of a value function: a supporting slope gives , hence ; weak duality gives the opposite inequality. Conversely the infimum identity bounds every below by ; taking the infimum over gives the supporting inequality. No convexity assumption is needed for this equivalence.

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