Optimization and Systems Theory Seminar
Wednesday, June 2, 1999, 11.00-12.00, Room 3733, Lindstedtsv. 25
Duality without tears
The aim of this talk is to introduce the fundamental concepts leading
to duality "in practice" or, said otherwise, to Lagrangian relaxation.
This optimization technique is usually seen as a powerful theoretical
tool. Here we rather stay on a practical level; we demonstrate ``how''
this mechanism works, and exhibit the reasons ``why'' it works. For
this, we will use two examples: entropy maximization and problems of
Calendar of seminars
Last update: May 5, 1999 by