Lagrange dual, weak duality and strong duality

Consider an optimization problem in standard form: with the variable . Let be the domain for , i.e. the intersection of the domains of the ‘s and the ‘s. Let denote the optimal value of the problem. The Lagrange dual function is the function defined as the minimum value of the Lagrangian over : The […]

Lagrange dual, weak duality and strong duality

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s