duality gap: Nonlinear Function
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duality gap

This page is from my personal notes, and has not been specifically reviewed for public consumption. It might be incomplete, wrong, outdated, or stupid. Caveat lector.
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Karush-Kuhn-Tucker conditions

Given a [ constrained optimization ] problem over a [ convex ] function , we consider the [ Lagrangian ] function introducing variables…

minimax duality

Considering a bilevel optimization problem (or saddle point problem) on the two-argument function , in general it holds that That is, the…

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