3 ms·
Turning 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 c
by LolWolf 7y ago
Turning 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].
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[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