The Dual of Quadratic Programing (QP)
Learn how to compute the dual of a QP problem.
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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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