www-ai.cs.tu-dortmund.de/LEHRE/VORLESUNGEN/NOPT/WS16/lectures/Ch14_Duality.pdf
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. . . ,m
!j(x) = 0, j = 1, . . . , r
Lagrangian forms a lower bound
TU Dortmund, Dr. Sangkyun Lee 4
Obviously, from the definition
For any α ≥ 0 and β (i.e., dual feasible),
f (x) ≥ L(x ;α, β) at each …