For minimising subject to and , the Lagrangian is , and the dual function is . The dual problem maximises over .
Quantitative Finance · शब्दावली
Lagrangian, dual problem क्या है?
अन्य नाम: Lagrangian · dual problem
Quantitative Finance · शब्दावली
अन्य नाम: Lagrangian · dual problem
For minimising subject to and , the Lagrangian is , and the dual function is . The dual problem maximises over .