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What the Heck are Lagrange Multipliers and can they hurt me?!
A short Primer on Constrained, Convex Optimization & Regularization
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I’ve received again many of your questions and I selected a couple of those to be replied to in this post. Today’s post will be all about convex optimization, regularization, Lagrangian multipliers, Lagrange functions, and concepts like strong duality. I picked a couple of very simple examples which I hope will help you understand those rather mathematical concepts.
You know it can always get worse. Imagine that you would be dealing with things like…