Lecture

Constrained Convex Optimization: Min-Max Formulation and Fenchel Conjugation

In course

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Description

This lecture covers the constrained convex optimization problem, introducing a min-max formulation using Fenchel conjugation. It explores the relationship between Lagrangian functions and conjugate functions, emphasizing the indicator function and Slater's condition.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_d8cqz1ku

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Ontological neighbourhood

Theoretical computer science

Algorithms and data structures: Combinatorial optimization

Mathematics

Analysis: Functional analysis

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