lagrangian

lagrangian - In the problem session I used the following...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
In the problem session, I used the following Lagrangian: L ( w, λ, μ, γ 1 , · · · , γ n ) = 1 2 w T Σ w - λ r T w - ¯ r p ) - μ (1 T w - 1) - n X i =1 γ i w i However, in the Lecture note, the Lagrangian is defined as follows: L ( w, λ, μ, γ 1 , · · ·
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

Ask a homework question - tutors are online