All Questions
Tagged with duality optimization
4 questions
0
votes
0
answers
129
views
What are the Karush–Kuhn–Tucker conditions for $\min_x \frac{1}{2} ||x-u||_2^2:$ subject to $||x||_1\le c$
What are the Karush–Kuhn–Tucker conditions for $\min_x \frac{1}{2} ||x-u||_2^2:$ subject to $||x||_1\le c$
Apparently these are the conditions
but it's not all that clear how this can be applied to ...
- 730
1
vote
0
answers
37
views
A PCA related problem [closed]
Consider the problem of shape averaging. In particular, suppose $X_i\ (i = 1,\dots, M$) are the input matrices, $X_i\in \mathbb R^{N\times2}$, with each sampled from corresponding 2D positions of ...
- 11
3
votes
1
answer
216
views
Quadratic programming and interpretation of dual solution (Lagrangian)
Note: this question is about a common data science problem, but I am solving it using a specific piece of software. I believe the problem is common enough that these principles will be common across ...
- 1,275
3
votes
1
answer
615
views
How to recover primal problem from its dual counterpart
I am asking this from context of optimization in machine learning. We often talk about a primal problem and how this primal problem can be solved by first converting it into a dual problem (Using ...
- 2,036