Questions tagged [duality]

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Earth Movers Distance and Maximum Mean Discrepency

By Kantorovich-Rubinstein duality the Earth Movers Distance (EMD)/Wasserstein Metric is equivalent to Maximum Mean Discrepancy (MMD) correct? See here for a more thorough explanation. Why then does ...
1
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1answer
84 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 ...
1
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1answer
14 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 ...
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0answers
13 views

Primal solution exists but dual does not

I am working on the follwoing nonlinear model. Min z=10(1-$\exp$(−3x) ) subject to: x $\leq$ 3 When I solve this problem on LINGO, I got the message "dual solution does not exist but primal ...
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0answers
11 views

Is penalized logistic regression convex? [duplicate]

Is logistic regression problem penalized by elastic net penalty convex optimization problem? More specifically, I want to find out whether it is suitable for dual formulation such that the duality gap ...
0
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0answers
44 views

Solving ridge regression for p >> n case using dual algorithm with or without nonnegativity constraints

I was reading the paper "Efficient Regularized Regression with L0 Penalty for Variable Selection and Network Construction" in which iterated ridge regression is used to solve L0 penalized regression ...