Lecture 8: Lagrangian

So that’s it. Here you say, for example, that lambda three is the lagrange multiplier or dual variable or price, I’ll justify that term soon, associated with the third inequality, so FI of X less than zero, that’s what lambda three is. And in fact, you can even sort of get a hint at what’s going on here. If, for example, lambda three were six that would mean the following: up here this says that if F3 is less than or equal to zero, it’s perfectly okay; if it’s bigger than zero, it’s infinitely bad. ... See the whole transcript at [[http://see.stanford.edu/materials/lsocoee364a/transcripts/ConvexOptimizationI-Lecture08.pdf|Convex Optimization I - Lecture 08]]