Question

These quantities are updated at each step by adding a term proportional to a norm penalty rho in an “alternating direction” method developed by Stephen Boyd et al. A function g of these quantities is maximized at a point d* (“d star”), which equals p* (“p star”) only when a “gap” is zero. Both x and one of (15[1])these quantities are held fixed when differentiating in the statement of the envelope theorem. The kth of these quantities times a function gk (“g-sub-k”) is zero for all k under complementary slackness, which is one of the (*) KKT conditions. The validity of a method based on these quantities follows because the contours (10[1])of two functions must be tangent, so their normal vectors must be parallel. The gradient of the objective is set (10[1])equal to one of these quantities times another gradient in a method (10[1])of constrained optimization. (-5[1])For 10 points, lambda denotes what “multipliers” (-5[1])named for a French mathematician? ■END■ (10[2])

ANSWER: Lagrange multipliers [accept Lagrange multipliers after “multipliers”; prompt on multipliers; prompt on lambda or nu] (The first sentence refers to the alternating direction method of multipliers, or ADMM.)
<Morrison, Other Science>
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Henry CafaroChicago Bmalcolm in the middlemarch (Purdue 1)5315
guest-starring Vivek Sasse as ADAM S. FINEChicago A Minus Minus2 days into college and I'm 3 lectures behind10410
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June YinOh the Missouripurdoobie brothers13610
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