10. Lagrange Duality Flashcards by Luca Kollmer

Q

Definition
Convex problem.

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Q

Theorem 10.1
in convex f, x is minimser iff.

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Q

Lagrange Duality
Lagrangian

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Q

Definition 10.3
Lagrangian dual

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Q

Lemma 10.4
is p* is optimal, then…

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Q

Definition
Lagrange dual problem

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