4 ms·
It's not the most accessible, but it's pretty interesting. Turning a problem into its dual has always been a bit of a dark art to me, but this article makes the
by s_Hogg 7y ago
It's not the most accessible, but it's pretty interesting. Turning a problem into its dual has always been a bit of a dark art to me, but this article makes the benefits of doing so reasonably clear.
- LolWolf 7y agoTurning a problem into a dual version is mostly a mechanical thing—you can immediately write it down in the case of LPs, for example[0], and many other convex cases [1]. —— [0] https://en.m.wikipedia.org/wiki/Dual_linear_program https://en.m.wikipedia.org/wiki/Dual_linear_program [1] http://www.seas.ucla.edu/~vandenbe/236C/lectures/conj.pdf http://www.seas.ucla.edu/~vandenbe/236C/lectures/conj.pdf slide 23 on down.
- joker3 7y agoThe procedure is mechanical, but understanding why it works is quite a bit harder.
- LolWolf 7y agoOh sure, I agree with that. For more context, I highly recommend chapter 5 in B&V.[0] —— [0] http://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf#page229 http://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf#page229
- benrbray 7y agoI really recommend Tim Roughgarden's notes for understanding duality! * L7 (Intro): http://timroughgarden.org/w16/l/l7.pdf http://timroughgarden.org/w16/l/l7.pdf * L8 (Duality I): http://timroughgarden.org/w16/l/l8.pdf http://timroughgarden.org/w16/l/l8.pdf * L9 (Duality II: http://timroughgarden.org/w16/l/l9.pdf http://timroughgarden.org/w16/l/l9.pdf