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[machine learning 03] Lagrange multiplier method
2022-07-07 10:44:00 【ECCUSXR】
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1 The shortest distance from the origin
edit 4 Lagrange multiplier method Definition
4 Extreme value under inequality constraint
1 The shortest distance from the origin
Now we want to find the shortest distance between the point on it and the origin :
2 contour
3 Lagrange multiplier method
4 Lagrange multiplier method Definition
5 Multiple constraints
4 Extreme value under inequality constraint
Look directly at the second link
In the link 4.3 New conditions about Why under inequality constraints , The first formula above is equal to 0.
The direction of the objective function and the gradient descent function is opposite .
5 KTT Conditions
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