Report - Lecture 12 - Dualitytyu/Math690Optimization/lec12.pdf · Lecture 12 - Duality f = min f(x) s.t. g i(x) 0;i = 1;2;:::;m h j(x) = 0;j = 1;2;:::;p; x 2X; (1) I f;g i;h j(i = 1;2;:::;m;j

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