全部笔记的汇总贴(视频也有传送门):中科大-凸优化
例:
min f 0 ( x ) s . t . x ≥ 0 ⇔ x ≥ 0 ∇ f 0 ( x ) ≥ 0 x i ( ∇ f 0 ( x ) ) i = 0 , i = 1 , ⋯ , n ( C o m p l e m e n t a r y ) \min f_0(x)\\s.t.\;x\ge0\\\;\\\Leftrightarrow x\ge0\\\nabla f_0(x)\ge0\\x_i(\nabla f_0(x))_i=0,i=1,\cdots,n(Complementary) minf0(x)s.t.x≥0⇔x≥0∇f0(x)≥0xi(∇f0(x))i=0,i=1,⋯,n(Complementary)
例:
例: