Gradient descent, continuous, primal/dual formulations.

August 7, 2017 — August 7, 2017

Placeholder; I need to update this with real info, given how often I need to know it.

1 Lagrange multipliers

Constrained optimisation using Lagrange’s one weird trick, and the Karush—Kuhn—Tucker conditions. The search for saddle points and roots.

2 Duals

The types of optimisation problems you can create from a given set of constraints and objectives, based on primal and dual formulations.

There are several different duals and I don’t know their relations. Legendre-Fenchel dual, Lagrange dual, Wolfe dual… however these all work.

🏗 Discuss role of \(L_p\) norms.