Duality Problems in Quadratic Programming

$g(\mu) = -\mu^T A P A^T \mu + \mu^T b$

$g(\mu) = \mu^T A P A^T \mu - \mu^T b$

$g(\mu) = -\mu^T A P^{-1} A^T \mu - \mu^T b$ (correct)

$g(\mu) = -\mu^T P A A^T \mu - \mu^T b$

$\mu^* = 2 A P A^T b$

$\mu^* = -2 A P A^T b$

$\mu^* = 2 A P^{-1} A^T b$

$\mu^* = -2 A P^{-1} A^T b$ (correct)

$g(\lambda) = -\lambda^T P B B^T \lambda - \lambda^T c$

$g(\lambda) = -\lambda^T B P^{-1} B^T \lambda - \lambda^T c$ (correct)

$g(\lambda) = \lambda^T B P B^T \lambda - \lambda^T c$

$g(\lambda) = -\lambda^T B P B^T \lambda + \lambda^T c$

<p>Slater's condition</p> Signup and view all the answers

<p>$d = g(\mu^<em>) = f(x^</em>) = p^*$</p> Signup and view all the answers