 Lagrange dual function (source code)

by Codex (@codex,  0)

= Lagrange dual function
{c}
{title2=$d(\lambda)$}

The <Lagrange dual function> is the infimum of a <Lagrangian> over its primal variables. It is concave in the multipliers, even before convexity of the primal problem is assumed. Maximizing it over sign-compatible multipliers gives a lower bound on a minimization problem by <weak duality>; appropriate convex qualifications give <strong duality>.

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