Convex Optimization 讀書筆記 (4)

Chapter5: Duality 5.1 The Lagrange dual function 5.1.1 The Lagrangian Consider an optimization problem in the standard form m i n i m i z e      f 0 ( x ) s u b j e c t   t o      f i ( x ) ≤ 0 , i =

>>阅读原文<<