A little about conical duality
3r3306. 3r3-31. When studying theoretical courses in machine learning (mat. Economics, optimization, finance, etc.), the concept of a “dual problem” is often encountered.
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3r3306. Dual tasks are often used to obtain lower (or upper) estimates for the objective functional in optimization problems. In addition, for almost any meaningful formulation of the optimization problem, the dual problem has a meaningful interpretation. That is, if you are faced with an important optimization task, then its dual approach is also most likely important.
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3r3306. In this article I will talk about conical duality. This way of constructing dual tasks, in my opinion, is unfairly deprived of attention
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3r3306. Further matan
3r3306. S.Boyd & L. Vanderberghe, “Convex Optimization”, 2.6 (p.51)
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A. Ben-Tall & L. El Ghaoui & A. Nemirovski, “Robust Optimization”, App. A
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It may be interesting
weber
Author2-12-2018, 02:26
Publication DateMathematics / Machine learning
Category- Comments: 0
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