8.1 Optimization Methods - Lagrangian Duality

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Julius Pfrommer

Julius Pfrommer

Күн бұрын

Пікірлер: 8
@ky8920
@ky8920 8 ай бұрын
in 21:42, shouldn't it be 'where the set of pure strategies/set of choices is compact' instead? as mixed strategy is defined as an assignment of a probability to each pure strategy. a set of mixed strategies is a set of n-tuple in [0,1]^n
@ky8920
@ky8920 8 ай бұрын
in 46:29, how comes the conclustion for weak duality here? i thought slater conditions holds imples strong duality not another way around
@er-wl9sy
@er-wl9sy 3 жыл бұрын
Thanks very informative. Is it possible to get access to the assignments? It would be helpful to apply the theory on HW sets
@juliuspfrommer9286
@juliuspfrommer9286 3 жыл бұрын
Unfortunately not. At this time the assignments are only for the class at KIT.
@robmarks6800
@robmarks6800 3 жыл бұрын
Why at 12:22 does the left hand represent the player Y going first, when the order of operations would be to first let player X minimize \psi?
@london1944
@london1944 3 жыл бұрын
agree, it should be the other way around
@robmarks6800
@robmarks6800 3 жыл бұрын
@@london1944 I now got the answer. The inner min is a function that is dependent on the other variable, thus it can be seen as going second.
@london1944
@london1944 3 жыл бұрын
@@robmarks6800 ahhh ok that makes sense, so player Y makes a choice and then X tries to minimize psi … okok
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