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