Timeline for Lagrangian duality
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Dec 30, 2011 at 9:17 | comment | added | Jonathan | In this counter-example, there is no finite primal optimal solution, so of course there is no primal-dual pair which satisfies the KKT condition. I was just pointed to Rockefellar's "Convex Analysis" book, which devoted the whole Section 28 to the duality properties. It turns out that under quite mild conditions, any dual optimal solution and any primal optimal solution can be paired to satisfy the KKT condition. The result is surely nontrivial :) | |
| Dec 30, 2011 at 3:28 | vote | accept | Jonathan | ||
| Dec 30, 2011 at 3:28 | vote | accept | Jonathan | ||
| Dec 30, 2011 at 3:28 | |||||
| Dec 30, 2011 at 1:31 | history | answered | Noah Stein | CC BY-SA 3.0 |