The Dual of Quadratic Programing (QP)

Learn how to compute the dual of a QP problem.

The dual of a QP problem is also another QP problem but with simpler box constraints. Therefore, no matter how complex the primal constraints are, the dual of a QP problem will always have box constraints and can always be solved using the PGD algorithm.

Calculating the dual of the QP problem

Consider a QP problem with the primal objective given as follows:

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