Related: constraint solvers.
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.