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Subjects -> Math -> Optimization -> Posting #7222

Working with the Lagrangian Dual problem.


Form the Lagrangian Dual problem of the following quadratic programming:

Minimize 1/2x'Hx+d'x
subject to Ax<=b

Where H is symmetric and positive definite.

By OTA:  Changping Wang, MA

OTA Rating:  4.9/5

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