Skip to content

Commit

Permalink
Update 2024-07-03-GAMES001-NOTES-13.md
Browse files Browse the repository at this point in the history
  • Loading branch information
peng00bo00 committed Jul 3, 2024
1 parent e38e2e2 commit 63bcafb
Showing 1 changed file with 12 additions and 0 deletions.
12 changes: 12 additions & 0 deletions _posts/2024-07-03-GAMES001-NOTES-13.md
Original file line number Diff line number Diff line change
Expand Up @@ -240,6 +240,18 @@ $$

### 不等式约束

带有不等式约束的优化问题处理起来比等式约束更加复杂。关键在于,不等式约束只有在变成等式约束时才会直接影响最优解;否则,不等式约束相当于不起作用,此时可以按照无约束优化进行处理。

<div align=center>
<img src="https://search.pstatic.net/common?src=https://i.imgur.com/yNiBb1t.png" width="100%">
</div>

对于一般形式的不等式约束优化问题,我们同样可以定义拉格朗日函数并推导相应的对偶问题以及对偶优化算法。

<div align=center>
<img src="https://search.pstatic.net/common?src=https://i.imgur.com/Izia8C3.png" width="100%">
</div>

## Reference

- [Lecture 14: 优化基础](https://www.bilibili.com/video/BV1MF4m1V7e3?p=15&vd_source=7a2542c6c909b3ee1fab551277360826)

0 comments on commit 63bcafb

Please sign in to comment.