The Lagrangian dual equation is like the following:
ψ(λ)=xminT(x)=f(x)+j=1∑ℓλjhj+21rj=1∑ℓ[hj(x)]2
This is T function.
T(x)=f(x)+j=1∑ℓλjhj+21rj=1∑ℓ[hj(x)]2
Therefore, its total derivative with respect to lambda i should be:
dλidψ=∂λi∂ψ+∇ψTdλidx
Because the gradient of T with respect to x is zero, the second term vanishes. But I don't know why the final result is this:
dλidψ=hi(x(λ)),. . .i=1,2,...,ℓ
In my thought, the x is also function of lamda. It should depend on lamda. So the result of partial derivative should be
hi(x(λ))+λidλid(hi)
Why the second term vanishes? What's wrong with my idea? My classmate also asked the professor this question, but he didn't answer.
ψ(λ)=xminT(x)=f(x)+j=1∑ℓλjhj+21rj=1∑ℓ[hj(x)]2
This is T function.
T(x)=f(x)+j=1∑ℓλjhj+21rj=1∑ℓ[hj(x)]2
Therefore, its total derivative with respect to lambda i should be:
dλidψ=∂λi∂ψ+∇ψTdλidx
Because the gradient of T with respect to x is zero, the second term vanishes. But I don't know why the final result is this:
dλidψ=hi(x(λ)),. . .i=1,2,...,ℓ
In my thought, the x is also function of lamda. It should depend on lamda. So the result of partial derivative should be
hi(x(λ))+λidλid(hi)
Why the second term vanishes? What's wrong with my idea? My classmate also asked the professor this question, but he didn't answer.
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