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Wolfe duality

In mathematical optimization, Wolfe duality, named after Philip Wolfe, is type of dual problem in which the objective function and constraints are all differentiable functions. Using this concept a lower bound for a minimization problem can be found because of the weak duality principle.

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Wolfe duality

Nodes12
Edges11
Triples0
Avg. degree1.83
Density0.166667
Components1

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problem duality dual wolfe mathematical optimization objective function constraints differentiable functions minimization weak also lagrangian displaystyle constraint named philip type

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