Primal and Dual Forms
Вставка
- Опубліковано 8 вер 2024
- I. COP - Primal
COP: Objective, Inequality & Equality Constraints
Lagrangian: Primal and Dual Variables
Primal Function
Primal Function in Feasible/Infeasible Region
Constrained Optimum
II. COP - Dual
Dual Function
Concavity of Dual Function
Weak Duality
Strong Duality: Slater’s Condition (Sufficient)
Saddle Point Interpretation