FAU Lecture Notes in Pattern Recognition
The Other Side of Optimality
Duality in Optimization
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Welcome back to Pattern Recognition! Today we want to look a bit more into convex optimization. In particular, I want to introduce you to the concept of duality in convex problems.
Let’s have a look at duality in convex optimization. If we want to look into something dual we have to differentiate essentially two problems, there is the primal problem and the dual problem. So let’s start with the primal problem. This is an optimization problem as we’ve seen them before. We want to minimize some function f0(x), and this is…
