Placeholder; I need to update this with real info, given how often I need to know it.
Constrained optimisation using Lagrange’s one weird trick, and the Karush–Kuhn–Tucker conditions. The search for saddle points and roots.
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.