2. Basic theory
In this paragraph, we develop the theory motivated by the problems outlined in § 1 , more specifically by Lagrangian relaxation. Note that is a special case of the general situation , where L is an affine function of u. We study the dual problem, as well as its relationship with the original problem . We shall see that the convexity already encountered in Theorem 1 is in fact ubiquitous,...
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Basic theory
Convex optimization algorithms
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