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Machine Learning: Difference between revisions
→Lagrangians
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</math><br> | </math><br> | ||
where <math>\mathcal{L}(w, \alpha, \beta) = f(w) + \sum \alpha_i g_i(w) + \sum \beta_i h_i(w)</math> is called the lagrangian.<br> | where <math>\mathcal{L}(w, \alpha, \beta) = f(w) + \sum \alpha_i g_i(w) + \sum \beta_i h_i(w)</math> is called the lagrangian.<br> | ||
Since <math>\max \min \leq \max | Since <math>\max \min \leq \min \max</math>,<br> | ||
we have:<br> | we have:<br> | ||
<math> | <math> | ||