Given an minimization problem
min f(x)
s.t. g_i(x) = 0, i=1..m
h_j(x) <= 0, j=1..p,
the Lagrangian function is
L = f(x) + \sum_i \alpha_i g_i(x) + \sum_j \beta_j h_j(x)
where \alpha_i is unconstrained, and \beta_j >= 0.
See more on Wikipedia.
min f(x)
s.t. g_i(x) = 0, i=1..m
h_j(x) <= 0, j=1..p,
the Lagrangian function is
L = f(x) + \sum_i \alpha_i g_i(x) + \sum_j \beta_j h_j(x)
where \alpha_i is unconstrained, and \beta_j >= 0.
See more on Wikipedia.
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