Doubt in Lecture 11 slides

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EPFL Course - Optimization for Machine Learning - CS-439

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Open sidak opened 6 years ago

sidak commented 6 years ago

In the lecture 11 slides about duality (page 6), shouldn't it be L(u) = - f(-u) - g(A^T u), instead of the expression given there?

Thanks!

sidak commented 6 years ago

I guess it's probably equivalent, due to change of variables like v=-u (as in the dual function u is unconstrained)?

Thanks a lot! :)