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Conic programming: Primal and dual problems

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Sep 8, 2024
17:39

In this video, I discuss what is the primal optimisation problem and how it can be converted to the dual problem using Lagrangian and Lagrange multipliers. The dual problem is essentially optimization in the space of Lagrange multipliers and I try to clarify this aspect.

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Conic programming: Primal and dual problems | NatokHD