Lecture 8: Lagrangian
published: Aug. 17, 2010, recorded: January 2008, views: 5512
released under terms of: Creative Commons Attribution Non-Commercial (CC-BY-NC)
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
So that’s it. Here you say, for example, that lambda three is the lagrange multiplier or dual variable or price, I’ll justify that term soon, associated with the third inequality, so FI of X less than zero, that’s what lambda three is. And in fact, you can even sort of get a hint at what’s going on here. If, for example, lambda three were six that would mean the following: up here this says that if F3 is less than or equal to zero, it’s perfectly okay; if it’s bigger than zero, it’s infinitely bad. ...
See the whole transcript at Convex Optimization I - Lecture 08
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !