# 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.

## Duals

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.