V2EX lagrangian duality

Lagrangian Duality

释义 Definition

拉格朗日对偶性:在优化理论中,通过把约束条件并入目标函数构造拉格朗日函数,将原问题(primal)转化为一个相关的对偶问题(dual)。对偶问题通常更易分析或求解,并提供原问题最优值的下界;在满足一定条件(如凸优化中的 Slater 条件)时可出现强对偶,即原问题与对偶问题最优值相等。

发音 Pronunciation (IPA)

/lrndin dulti/

例句 Examples

Lagrangian duality helps us turn a constrained problem into an easier one.
拉格朗日对偶性帮助我们把带约束的问题转化为更容易处理的问题。

Under suitable regularity conditions, Lagrangian duality yields strong duality and zero duality gap for convex programs.
在合适的正则性条件下,拉格朗日对偶性会为凸规划带来强对偶,并使对偶间隙为零。

词源 Etymology

Lagrangian”源自法国数学家 Joseph-Louis Lagrange(拉格朗日) 的姓氏,指用拉格朗日函数把目标与约束结合的经典方法;“duality”来自拉丁语词根 *duo-*(“二、双”),表示“成对/对偶”的关系。合起来即指优化中“原问题对偶问题”这对互相关联的视角与工具。

相关词 Related Words

文学与经典出处 Literary Works

  • Stephen Boyd & Lieven Vandenberghe, Convex Optimization(《凸优化》)
  • Dimitri P. Bertsekas, Nonlinear Programming(《非线性规划》)
  • Yurii Nesterov & Arkadi Nemirovskii, Interior-Point Polynomial Algorithms in Convex Programming
  • David G. Luenberger & Yinyu Ye, Linear and Nonlinear Programming
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