Can every convex problem use Lagrangian dual method?

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Jul 17, 2020
Q

Can every convex problem use Lagrangian dual method?

E

This is the wrong forum for such general questions since it does not relate to the cvx software. I would post it on

Maybe you should also explain the context a little bit more there.

Q
Replying to #2

Thank you very much!

M

If the Slater condition is not satisfied, there could be a duality gap, which is contrary to the premise under which primal-dual algorithms operate, and which they rely on for termination.