全部笔记的汇总贴(视频也有传送门):中科大-凸优化
一、凸优化相关点续讲
∃ R > 0 \exists R>0 ∃R>0,使得 x x x局部最优
f i ( x ) ≤ 0 , i = 1 , ⋯ , m f_i(x)\le0,i=1,\cdots,m fi(x)≤0,i=1,⋯,m为什么不替换成 f i ( x ) < 0 , i = 1 , ⋯ , m f_i(x)<0,i=1,\cdots,m fi(x)<0,i=1,⋯,m
若 x ∈ X f , f i ( x ) = 0 x\in X_f,f_i(x)=0 x∈Xf,fi(x)=0,则 f i ( x ) ≤ 0 f_i(x)\le0 fi(x)≤0为活动约束(active)
f i ( x ) < 0 f_i(x)<0 fi(x)<0,则 f i ( x ) ≤ 0 f_i(x)\le0 fi(x)≤0为不活动约束(inactive)
m i n f 0 ( x ) min\;f_0(x) minf0(x)
s . t . f i ( x ) ≤ 0 , i = 1 , ⋯ , m ↔ f i ( x ) < 0 , i = 1 , ⋯ , m ? h j ( x ) = 0 , j = 1 , ⋯ , p s.t.\;f_i(x)\le0,i=1,\cdots,m\leftrightarrow f_i(x)<0,i=1,\cdots,m\;?\\\;\;\;\;\;\;h_j(x)=0,j=1,\cdots,p s.t.fi(x)≤0,i=1,⋯,m↔fi(x)<0,i=1,⋯,m?hj(x)=0,j=1,⋯,p
例
m i n − u t i l i t y ⇔ m i n − u t i l i t y s . t . m o n e y < 100 s . t . m