Lecture

Convex Optimization: Conjugate Duality

In course

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Description

This lecture covers topics such as envelope representations, weak separating hyperplane theorem, supporting hyperplanes, subgradients, conjugate functions, perturbing constraints, Lagrangian representation, dual objective, duality gap, conditions for strong duality, and sensitivity interpretation of dual solutions in the context of convex optimization.

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Instructor

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Official source

https://mediaspace.epfl.ch/media/0_jo9cs9wi

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