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Lagrangian dual problem
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Mathematics
Area of mathematics
Mathematical optimization
Linear programming
Linear programming duality
2026-09-28
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For
a
minimization problem with
inequalities
g
i
(
x
)
≤
0
, the
Lagrangian
is
L
(
x
,
λ
)
=
f
(
x
)
+
∑
i
λ
i
g
i
(
x
)
with
λ
i
≥
0
. The
Lagrangian
dual maximizes the concave dual
function
q
(
λ
)
=
in
f
x
L
(
x
,
λ
)
.
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(6)
Linear programming duality
Linear programming
Mathematical optimization
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2022
/
iii
/
Paper 339
/
2
/
a
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2023
/
iii
/
Paper 339
/
2
/
c
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2024
/
iii
/
Paper 339
/
1
/
b
/
Solution
Primal-dual optimal point
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