I never understoud the duality in linear problems and it's relationship to the duality in genereal (with the Lagrangien) until now. Thank you very much!
Hello. You can see his previous lecture to understand it. The dual problem is finding the best lower bound to the primal problem, and since the dual function is a lower bound on the value of the primal problem solved optimally, we maximize the dual function to get that best lower bound.
I never understoud the duality in linear problems and it's relationship to the duality in genereal (with the Lagrangien) until now. Thank you very much!
great playlist, concise and didactically valuable! thx :-))
CLEARLY explained! merci!
You are a great teacher.
Thanks!!! Awesome explanation. I just have one question. Why do you add mu greater than zero???
Because it is associated with an inequality constraint. Therefore, the penalty must be applied only when the constraint is positive.
great videos professor
Best explanation. Thanks Michel!
My pleasure!
Many thanks. Great video.
Thanks a lot , please continue
Thanks a lot. It was a very helpful video.
I dont understand why at 3:55 it became maximization problem, maximizing lambda^T*b would increase lagrangian and we wanted to minimize it
Hello. You can see his previous lecture to understand it. The dual problem is finding the best lower bound to the primal problem, and since the dual function is a lower bound on the value of the primal problem solved optimally, we maximize the dual function to get that best lower bound.
@@frazulabrar can you please elaborate more? I saw the previous video, but still not fully convinced.
@@frazulabrar Very nice explanation, thank you!
Great video, you should come to ETH xD
:-)
Thank you so much
Merci