This 19-minute lecture from NPTEL-NOC IITM provides a mathematical proof demonstrating the concavity of the dual problem in optimization theory. Explore the rigorous mathematical foundations that establish why dual problems maintain concave properties, an essential concept for understanding duality theory in optimization frameworks.
Overview
Syllabus
Proof of concavity of the dual problem
Taught by
NPTEL-NOC IITM
Related Courses
-
A Primer to Mathematical Optimization
-
Subgradients and Subdifferential
-
Duality for Polygons and the Fundamental Theorem of Algebra - Algebraic Topology Lecture 12
-
On LP-Relaxations for the Tree Augmentation Problem
-
Checks for Positive Definite Matrices
-
Multivariate Optimization With Equality Constraints
