The Living Thing / Notebooks :

Optimisation, continuous, primal/dual formulations.

Constrained optimisation

Related: constraint solvers.

Lagrange multipliers

Constrained optimisation using Lagrange’s one weird trick, and the Karush–Kuhn–Tucker conditions. The search for saddle points and roots.


The types of optimisation problems you can create from a given set of constraints and objectives, based on primal and dual formulations.

Dual here means usually (?) means the Legendre-Fenchel dual in my field, but there are also the Lagrange and Wolfe duals, however these work.

I thought the Lagrange dual was the online one? KKT conditions and all that? Much to learn.

TBD. Discuss role of \(L_p\) norms.