Using Lagrangian Multipliers


(Shahrukh Khan Kasi) #1

How can I use Langrange multpliers in CVX problem. I am unable to find any support online for learning the use of Langrangian multipliers in CVX.


(Mark L. Stone) #2

Dual variables are Lagrange multipliers.

http://cvxr.com/cvx/doc/basics.html#dual-variables
http://cvxr.com/cvx/doc/advanced.html#indexed-dual-variables