Lagrange multiplier#The dual formulation: Nonlinear Function
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Lagrange multiplier#The dual formulation

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 It might be incomplete, wrong, outdated, or stupid.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…

penalties are constraints

We often see optimization problems with objectives of the form where is the main function of interest (e.g., training loss in machine…

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