Proof of Strong Duality

In course

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Description

This lecture covers the proof of strong duality in optimization problems, demonstrating the relationship between primal and dual problems, the existence of valid Lagrange multipliers, and the convexity of the objective function. Examples of Rayleigh quotient optimization are provided to illustrate the concepts discussed.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_5r3nw1xy

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Ontological neighbourhood

Theoretical computer science

Algorithms and data structures: Combinatorial optimization

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