For minimising subject to and , the Lagrangian is , and the dual function is . The dual problem maximises over .
Quantitative Finance · Glosarium
Apa itu Lagrangian, dual problem?
Dikenal juga sebagai: Lagrangian · dual problem
Quantitative Finance · Glosarium
Dikenal juga sebagai: Lagrangian · dual problem
For minimising subject to and , the Lagrangian is , and the dual function is . The dual problem maximises over .