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Let $R_s$ be the finite, nonempty set of available routes for source-sink pair $s$, and write $x_r$ for a route flow. The link-route incidence matrix has $A_{jr}=1$ when route $r$ uses link $j$, and zero otherwise. The source-sink route incidence matrix has $H_{sr}=1$ when $r\in R_s$. Thus $y=Ax$ gives link throughputs and $f=Hx$ gives aggregate source-sink flows. A route's delay isA Wardrop equilibrium uses only routes of minimum delay for their source-sink pair:An infinitesimal user cannot improve its delay by changing route.

For fixed $f_s\ge 0$, the feasible route flows form a nonempty compact convex set: for each $s$, $x_r\ge 0$ and ${\sum }_{r\in R_s}{x}_r=f_s$. Define the Beckmann potentialIt is continuous, so the extreme value theorem gives a minimizer. Since every $D_j$ is strictly increasing, $V$ is a strictly convex function of $y$. Its route-flow gradient is $\partial V(Ax)/\partial x_r=d_r(x)$.

If an occupied route $r\in R_s$ has greater delay than another route $q\in R_s$, moving a small amount of flow from $r$ to $q$ gives a negative directional derivative, contradicting minimality. Conversely, at a Wardrop equilibrium, for any feasible $\tilde{x}$,The first-order condition for convex optimization therefore proves optimality. ConsequentlyIf two minimizers had different $y$, their midpoint would give a strictly smaller Beckmann potential. Thus the equilibrium link throughputs are unique. The route flows need not be unique, since $V(Ax)$ need not be a strictly convex function of $x$.

For a concrete example, take two successive stages of parallel links: $a,b$ in the first stage and $c,d$ in the second, with one source-sink pair and four routes $ac,ad,bc,bd$. Put $D_j(y)=y$ on every link and total flow $f=2$. All allocationshave the same link throughputs $(1,1,1,1)$ and every route has delay two. These distinct allocations are all Wardrop equilibria.

For elastic demand, use the standard physical convention that $D_j\ge 0$ and $B_s:[0,\infty )\to [0,\infty )$ is finite, continuous, and strictly decreasing. Set $M_s=B_s(0)$ and ${\ell }_s={\lim }_{\lambda \to \infty }{B}_s(\lambda )$, and define the inverse demand function $P_s=B_s^{-1}$ on $({\ell }_s,M_s]$. It is continuous and strictly decreasing, with $P_s(M_s)=0$ and $P_s(u)\to \infty$ as $u\downarrow {\ell }_s$. Choose any reference value $f_s^0\in ({\ell }_s,M_s)$ and setEach summand of $-G$ is a strictly convex function. The reference values only add a constant to the objective. In the usual case ${\ell }_s=0$, one may use a lower limit zero whenever the improper integral is finite; that integrability is not guaranteed merely by continuity of $B_s$.

Minimize $\Psi$ over the compact feasible set $x\ge 0$, ${\ell }_s\le (Hx{)}_s\le M_s$, interpreting the objective at $f_s={\ell }_s$ by its one-sided limit, which can be $+\infty$. This extension is sequentially lower semicontinuous, and an interior-demand feasible point has finite value, so a minimizer exists. It cannot have $f_s={\ell }_s$: adding a small amount on any route for $s$ has bounded marginal link cost, whereas its marginal demand benefit $P_s(f_s)$ tends to infinity. Thus $f_s>{\ell }_s$.

For ${\ell }_s<f_s<M_s$, the route-flow partial derivative is $d_r-P_s(f_s)$. The first-order conditions for convex optimization giveIf $f_s=M_s$, reducing any occupied route cannot improve the objective only if that route has zero delay; nonnegative link delays then give ${\lambda }_s=0=P_s(M_s)$. Therefore the conditions in every case areConversely these conditions give the nonnegative directional derivative for every feasible competitor and hence minimize the convex function $\Psi$. Allowing $f$ explicitly yields the stated form with $Hx=f$ and $Ax=y$, with inverse-demand endpoint conventions understood. In particular, $G$ is defined on its demand range, rather than evaluating $B_s^{-1}$ outside that range.

Strict convexity in the pair $(y,f)$ proves that the equilibrium aggregate source-sink flows and link throughputs are unique. Individual route flows may still be nonunique. Nonnegative, finite demand, nonnegative delays, finite route sets, and a usable route for each source-sink pair are the implicit modeling assumptions needed for the existence assertions.

First use the dual convention for support vectors, and interpret the stipulated uniqueness as applying to each training fit. If ${\alpha }_j=0$, the Karush-Kuhn-Tucker conditions in the preceding part give ${\xi }_j=0$ and $y_{j}f(x_j)\ge 1$. Delete the $j$th primal variable and its zero dual coefficient. All remaining primal constraints, stationarity equations and complementary-slackness equations still hold with the same $w,b$. These conditions certify a global minimizer of the reduced convex optimization problem, since the objective is convex and the Slater condition holds by choosing positive large slacks. Uniqueness therefore gives exactly the same fitted score and support-vector-machine decision boundary. The omitted point is correctly classified.

For the geometric convention, a non-support point has strict margin $y_{j}f(x_j)>1$. One can obtain the same conclusion using just uniqueness of the full fit: if the reduced problem had another optimizer, the convex segment from the original optimizer toward it would also consist of reduced optimizers. A sufficiently short segment retains strict margin at $j$, hence has zero omitted hinge loss and would give another full optimizer, a contradiction.

Only a support vector can therefore cause a held-out error. Each contributes at most one, proving the support-vector leave-one-out error boundKeeping $C$ fixed is necessary for this deletion argument: holding an average-loss penalty parameter fixed while changing the sample size changes the optimization problem's effective $C$.

Fix any admissible pair of Kantorovich potentials $(u,v)$ and any transport plan $\pi \in \Pi (\mu ,\nu )$. Its marginal distributions giveThe right side is well defined because $u(x)$ and $v(y)$ are Lebesgue integrable with respect to $\pi$. Integrating their pointwise feasibility inequality givesSince this holds for every feasible pair and every transport plan,This proves the required inequality directly from the transport constraints, without any convex optimization duality theorem. Whenever the extrema are attained, the supremum and infimum can respectively be written as a maximum and minimum. Even the Kantorovich duality theorem is unnecessary for this direction.

Taking $\Theta =0$ gives $\Vert \Sigma \Theta -I{\Vert }_{\max }=1$, so every matrix is $1$-invertible. The smallest admissible value isThe map inside the norm is affine in $\Theta$, and a norm composed with an affine map is a convex function. The space of matrices is a convex feasible set, so this is a convex optimization problem.

The earliest approach within distance $d$ is a convex optimization problem with a norm constraint and the same segment and time bounds as contact. An elementary alternative enumerates whether each segment parameter is free or at an endpoint. In each nonsingular active case the free closest-point parameters are affine functions of time, leaving a quadratic distance inequality on a valid time interval. Rank-deficient cases need their null-space constraints retained. Unlike contact, the two segment parameters and time are no longer determined by a vector equality.

For a proper cone $K$, suppose a point satisfies $Ax-b\in \mathrm{int}K$ and $p_{\ast }$ is finite. This generalized Slater condition gives strong duality and attainment of the conic dual problem's optimum. It does not by itself assert primal attainment.^[ref]

The two worked examples have strict primal points: $(u,v)=(2,2)$ has slack $(2,2,1)$ in the interior of the nonnegative orthant, and $(t,z)=(2,0)$ has slack $(2,1,0)$ in the interior of the second-order cone. Both optima were already certified by explicit feasible pairs. Slater's condition explains why a matching optimal dual variable can be expected under these hypotheses; checking a supplied zero-gap pair needs only weak duality.

Changing cone geometry preserves the bound mechanism. For a positive semidefinite cone, the dual cone pairing is the Frobenius inner product of two matrices. This connects the same certificate idea to semidefinite programming, while the central path uses strictly interior primal and dual points to approach vanishing gap.

In 1995, Lieven Vandenberghe and Stephen Boyd presented a primal-dual interior-point method for convex optimization with matrix inequalities. Their algorithmic study included exploiting problem structure and allowing incomplete conjugate gradient method solves within an iteration. This illustrates how the primal-dual viewpoint guides computation as well as checking a final answer.^[ref]

Strong duality means that the primal and dual optimal values are equal. It holds for every feasible bounded linear program and for broad classes of convex optimization problems under a constraint qualification.