The triangle inequality states that the length of two sides of any triangle, added together, will be equal to or greater than the length of the third side. In simplest terms, the Kantorovich inequality translates the basic idea of the triangle inequality into the terms and notational conventions of linear programming. (See vector space, inner product, and normed vector space for other examples of how the basic ideas inherent in the triangle inequality--line segment and distance--can be generalized into a broader context.)
More formally, the Kantorovich inequality can be expressed this way:
Equivalents of the Kantorovich inequality have arisen in a number of different fields. For instance, the Bunyakovsky inequality, the Wielandt inequality, and the Cauchy–Schwarz inequality are equivalent to the Kantorovich inequality and all of these are, in turn, special cases of the Hölder inequality.
There is also Matrix version of the Kantrovich inequality due to Marshall and Olkin.
- MARSHALL A. W. and OLKIN, I., Matrix versions of the Cauchy and Kantorovieh inequatities. Aequationes Math. 40 (1990), pp.