For minimising subject to and , the Lagrangian is , and the dual function is . The dual problem maximises over .
Quantitative Finance · المسرد
ما معنى Lagrangian, dual problem؟
يُعرف أيضًا باسم: Lagrangian · dual problem
Quantitative Finance · المسرد
يُعرف أيضًا باسم: Lagrangian · dual problem
For minimising subject to and , the Lagrangian is , and the dual function is . The dual problem maximises over .